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Dec 10, 2022 166 likes •407 views

Case st u d y presentation VISU AL IZIN G TIME SE R IE S DATA IN R Arna u d Amsellem Q u antitati v e Trader and creator of the R Trader blog Yo u r sa v ings VISUALIZING TIME SERIES DATA IN R Yo u r sa v ings VISUALIZING TIME SERIES DATA IN

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Case study presentation

VISU AL IZIN G TIME SE R IE S DATA IN R

Arnaud Amsellem

Quantitative Trader and creator of the R Trader blog

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VISUALIZING TIME SERIES DATA IN R

Your savings

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VISUALIZING TIME SERIES DATA IN R

Your savings

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VISUALIZING TIME SERIES DATA IN R

Role of correlation

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VISUALIZING TIME SERIES DATA IN R

Role of correlation

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VISUALIZING TIME SERIES DATA IN R

Role of correlation

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VISUALIZING TIME SERIES DATA IN R

Role of correlation

Rule number one in investment: capital protection Low correlation = protection from severe losses You will use the PerformanceAnalytics-package

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Let's practice!

VISU AL IZIN G TIME SE R IE S DATA IN R

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New stocks

VISU AL IZIN G TIME SE R IE S DATA IN R

Arnaud Amsellem

Quantitative Trader and creator of the R Trader blog

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VISUALIZING TIME SERIES DATA IN R

Conclusions so far

The value increased by 100% over the course of 7 years

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VISUALIZING TIME SERIES DATA IN R

Conclusions so far

The value increased by 100% over the course of 7 years Really good performance between 2010 and 2014

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VISUALIZING TIME SERIES DATA IN R

Conclusions so far

The value increased by 100% over the course of 7 years Really good performance between 2010 and 2014 No performance since end of 2014

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VISUALIZING TIME SERIES DATA IN R

In what follows...

Goal: Choose one stock to invest your spare cash A new dataset Choose only one stock Compare old and new portfolio

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Let's practice!

VISU AL IZIN G TIME SE R IE S DATA IN R

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Congratulations!

VISU AL IZIN G TIME SE R IE S DATA IN R

Arnaud Amsellem

Quantitative Trader and creator of the R Trader blog

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VISUALIZING TIME SERIES DATA IN R

Course wrap-up

Chapter 1: xts , plot() etc… Chapter 2: Univariate time series Chapter 3: Multivariate time series Chapter 4: Case study

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VISUALIZING TIME SERIES DATA IN R

DataCamp courses

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VISUALIZING TIME SERIES DATA IN R

CRAN Task View

hps://cran.r-project.org/web/views/TimeSeries.html

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VISUALIZING TIME SERIES DATA IN R

quant career track

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VISUALIZING TIME SERIES DATA IN R

Empirical Finance CRAN Task View

hps://cran.r-project.org/web/views/Finance.html

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VISUALIZING TIME SERIES DATA IN R

R-bloggers

hps://www.r-bloggers.com/

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Let's practice!

VISU AL IZIN G TIME SE R IE S DATA IN R