Case st u d y presentation VISU AL IZIN G TIME SE R IE S DATA IN - PowerPoint PPT Presentation

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 R

Role of correlation VISUALIZING TIME SERIES DATA IN R

Role of correlation VISUALIZING TIME SERIES DATA IN R

Role of correlation VISUALIZING TIME SERIES DATA IN R

Role of correlation R u le n u mber one in in v estment : capital protection Lo w correlation = protection from se v ere losses Yo u w ill u se the PerformanceAnal y tics - package VISUALIZING TIME SERIES DATA IN R

Let ' s practice ! VISU AL IZIN G TIME SE R IE S DATA IN R

Ne w stocks 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

Concl u sions so far The v al u e increased b y 100% o v er the co u rse of 7 y ears VISUALIZING TIME SERIES DATA IN R

Concl u sions so far The v al u e increased b y 100% o v er the co u rse of 7 y ears Reall y good performance bet w een 2010 and 2014 VISUALIZING TIME SERIES DATA IN R

Concl u sions so far The v al u e increased b y 100% o v er the co u rse of 7 y ears Reall y good performance bet w een 2010 and 2014 No performance since end of 2014 VISUALIZING TIME SERIES DATA IN R

In w hat follo w s ... Goal : Choose one stock to in v est y o u r spare cash A ne w dataset Choose onl y one stock Compare old and ne w portfolio VISUALIZING TIME SERIES DATA IN R

Let ' s practice ! VISU AL IZIN G TIME SE R IE S DATA IN R

Congrat u lations ! 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

Co u rse w rap -u p Chapter 1: xts , plot() etc … Chapter 2: Uni v ariate time series Chapter 3: M u lti v ariate time series Chapter 4: Case st u d y VISUALIZING TIME SERIES DATA IN R

DataCamp co u rses VISUALIZING TIME SERIES DATA IN R

CRAN Task Vie w h � ps :// cran . r - project . org /w eb /v ie w s / TimeSeries . html VISUALIZING TIME SERIES DATA IN R

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Empirical Finance CRAN Task Vie w h � ps :// cran . r - project . org /w eb /v ie w s / Finance . html VISUALIZING TIME SERIES DATA IN R

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Let ' s practice ! VISU AL IZIN G TIME SE R IE S DATA IN R