{"product_id":"reproducible-finance-with-r-9781138484030","title":"Reproducible Finance with R","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003e\u003cp\u003e\u003cem\u003eReproducible Finance with R: Code Flows and Shiny Apps for Portfolio Analysis\u003c\/em\u003e is a unique introduction to data science for investment management that explores the three major R\/finance coding paradigms, emphasizes data visualization, and explains how to build a cohesive suite of functioning Shiny applications. The full source code, asset price data and live Shiny applications are available at reproduciblefinance.com. The ideal reader works in finance or wants to work in finance and has a desire to learn R code and Shiny through simple, yet practical real-world examples.\u003c\/p\u003e\u003cp\u003eThe book begins with the first step in data science: importing and wrangling data, which in the investment context means importing asset prices, converting to returns, and constructing a portfolio. The next section covers risk and tackles descriptive statistics such as standard deviation, skewness, kurtosis, and their rolling histories. The third section focuses on portfolio theory, analyzing the Sharp\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTrade Review\u003c\/b\u003e\u003cbr\u003e\u003c\/p\u003e\u003cp\u003e\"There are two major selling points from my perspective. First, Shiny web applications are a new technology that is in high demand. It enables users to communicate data science (including financial analytics) to managers and executives. I believe this alone is a big benefit that separates this book from others. The second is that (he) takes a modern approach to using three different frameworks: xts, tidyverse, and tidyquant\/tibbletime. This is refreshing because it shows that there are multiple ways to accomplish the same tasks, and it exposes the user to options that they otherwise might not have considered. Because of these two aspects, I believe that the market is for financial analysts that are seeking to learn these tools. The typical reader will have some knowledge of R (not a complete beginner) and will be hungry to use Shiny in their organization…I enjoyed reading it. I found the prose approachable and not overly technical or formal.\" ~\u003cem\u003eMatt Dancho, Founder, Business Science, LLC\u003c\/em\u003e\u003c\/p\u003e\u003cbr\u003e\u003cp\u003e\"There are two major selling points from my perspective. First, Shiny web applications are a new technology that is in high demand. It enables users to communicate data science (including financial analytics) to managers and executives. I believe this alone is a big benefit that separates this book from others. The second is that (he) takes a modern approach to using three different frameworks: xts, tidyverse, and tidyquant\/tibbletime. This is refreshing because it shows that there are multiple ways to accomplish the same tasks, and it exposes the user to options that they otherwise might not have considered. Because of these two aspects, I believe that the market is for financial analysts that are seeking to learn these tools. The typical reader will have some knowledge of R (not a complete beginner) and will be hungry to use Shiny in their organization…I enjoyed reading it. I found the prose approachable and not overly technical or formal.\" ~\u003cem\u003eMatt Dancho, Founder, Business Science, LLC\u003c\/em\u003e\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003e\u003cp\u003eChapter 1\u003c\/p\u003e\u003cp\u003eIntroduction \u003c\/p\u003e\u003cp\u003eReturns \u003c\/p\u003e\u003cp\u003eChapter 2\u003c\/p\u003e\u003cp\u003eAsset Prices to Returns \u003c\/p\u003e\u003cp\u003eConverting Daily Prices to Monthly Returns in the xts world \u003c\/p\u003e\u003cp\u003eConverting Daily Prices to Monthly Returns in the tidyverse \u003c\/p\u003e\u003cp\u003eConverting Daily Prices to Monthly Returns in the tidyquant world \u003c\/p\u003e\u003cp\u003eConverting Daily Prices to Monthly Returns with tibbletime \u003c\/p\u003e\u003cp\u003eVisualizing Asset Returns in the xts world \u003c\/p\u003e\u003cp\u003eVisualizing Asset Returns in the tidyverse \u003c\/p\u003e\u003cp\u003eChapter 3\u003c\/p\u003e\u003cp\u003eBuilding a Portfolio \u003c\/p\u003e\u003cp\u003ePortfolio Returns in the xts world \u003c\/p\u003e\u003cp\u003ePortfolio Returns in the tidyverse \u003c\/p\u003e\u003cp\u003ePortfolio Returns in the tidyquant world \u003c\/p\u003e\u003cp\u003eVisualizing Portfolio Returns in the xts world \u003c\/p\u003e\u003cp\u003eVisualizing Portfolio Returns in the tidyverse \u003c\/p\u003e\u003cp\u003eShiny App Portfolio Returns \u003c\/p\u003e\u003cp\u003eConcluding Returns \u003c\/p\u003e\u003cp\u003eRisk \u003c\/p\u003e\u003cp\u003eChapter 4\u003c\/p\u003e\u003cp\u003eStandard Deviation \u003c\/p\u003e\u003cp\u003eStandard Deviation in the xts world \u003c\/p\u003e\u003cp\u003eStandard Devation in the tidyverse \u003c\/p\u003e\u003cp\u003eStandard Deviation in the tidyquant world \u003c\/p\u003e\u003cp\u003eVisualizing Standard Deviation \u003c\/p\u003e\u003cp\u003eRolling Standard Deviation \u003c\/p\u003e\u003cp\u003eRolling Standard Deviation in the xts world \u003c\/p\u003e\u003cp\u003eRolling Standard Deviation in the tidyverse \u003c\/p\u003e\u003cp\u003eRolling Standard Devation with the tidyverse and tibbletime \u003c\/p\u003e\u003cp\u003eRolling Standard Deviation in the tidyquant world \u003c\/p\u003e\u003cp\u003eVisualizing Rolling Standard Deviation in the xts world \u003c\/p\u003e\u003cp\u003eVisualizing Rolling Standard Deviation in the tidyverse \u003c\/p\u003e\u003cp\u003eShiny App Standard Deviation \u003c\/p\u003e\u003cp\u003eChapter 5\u003c\/p\u003e\u003cp\u003eSkewness \u003c\/p\u003e\u003cp\u003eSkewness in the xts world \u003c\/p\u003e\u003cp\u003eSkewness in the tidyverse \u003c\/p\u003e\u003cp\u003eVisualizing Skewness \u003c\/p\u003e\u003cp\u003eRolling Skewness in the xts world \u003c\/p\u003e\u003cp\u003eRolling Skewness in the tidyverse with tibbletime \u003c\/p\u003e\u003cp\u003eRolling Skewness in the tidyquant world \u003c\/p\u003e\u003cp\u003eVisualizing Rolling Skewness \u003c\/p\u003e\u003cp\u003eChapter 6\u003c\/p\u003e\u003cp\u003eKurtosis \u003c\/p\u003e\u003cp\u003eKurtosis in the xts world \u003c\/p\u003e\u003cp\u003eKurtosis in the tidyverse \u003c\/p\u003e\u003cp\u003eVisualizing Kurtosis \u003c\/p\u003e\u003cp\u003eRolling Kurtosis in the xts world \u003c\/p\u003e\u003cp\u003eRolling Kurtosis in the tidyverse with tibbletime \u003c\/p\u003e\u003cp\u003eRolling Kurtosis in the tidyquant world \u003c\/p\u003e\u003cp\u003eVisualizing Rolling Kurtosis \u003c\/p\u003e\u003cp\u003eShiny App Skewness and Kurtosis \u003c\/p\u003e\u003cp\u003eConcluding Risk \u003c\/p\u003e\u003cp\u003ePortfolio Theory \u003c\/p\u003e\u003cp\u003eChapter 7\u003c\/p\u003e\u003cp\u003eSharpe Ratio \u003c\/p\u003e\u003cp\u003eSharpe Ratio in the xts world \u003c\/p\u003e\u003cp\u003eSharpe Ratio in the tidyverse \u003c\/p\u003e\u003cp\u003eShape Ratio in the tidyquant world \u003c\/p\u003e\u003cp\u003eVisualizing Sharpe Ratio \u003c\/p\u003e\u003cp\u003eRolling Sharpe Ratio in the xts World \u003c\/p\u003e\u003cp\u003eRolling Sharpe Ratio with the tidyverse and tibbletime \u003c\/p\u003e\u003cp\u003eRolling Sharpe Ratio with tidyquant \u003c\/p\u003e\u003cp\u003eVisualizing the Rolling Sharpe Ratio \u003c\/p\u003e\u003cp\u003eShiny App Sharpe Ratio \u003c\/p\u003e\u003cp\u003eChapter 8\u003c\/p\u003e\u003cp\u003eCAPM \u003c\/p\u003e\u003cp\u003eCAPM and Market Returns \u003c\/p\u003e\u003cp\u003eCalculating CAPM Beta \u003c\/p\u003e\u003cp\u003eCalculating CAPM Beta in the xts world \u003c\/p\u003e\u003cp\u003eContents v\u003c\/p\u003e\u003cp\u003eCalculating CAPM Beta in the tidyverse \u003c\/p\u003e\u003cp\u003eCalculating CAPM Beta in the tidyquant world \u003c\/p\u003e\u003cp\u003eVisualizing CAPM with ggplot \u003c\/p\u003e\u003cp\u003eAugmenting Our Data \u003c\/p\u003e\u003cp\u003eVisualizing CAPM with highcharter \u003c\/p\u003e\u003cp\u003eShiny App CAPM \u003c\/p\u003e\u003cp\u003eChapter 9\u003c\/p\u003e\u003cp\u003eFama French \u003c\/p\u003e\u003cp\u003eImporting and Wrangling Fama French \u003c\/p\u003e\u003cp\u003eVisualizing Fama French with ggplot \u003c\/p\u003e\u003cp\u003eRolling Fama French with the tidyverse and tibbletime \u003c\/p\u003e\u003cp\u003eVisualizing Rolling Fama French \u003c\/p\u003e\u003cp\u003eShiny App Fama French \u003c\/p\u003e\u003cp\u003eConcluding Portfolio Theory \u003c\/p\u003e\u003cp\u003ePractice and Applications \u003c\/p\u003e\u003cp\u003eChapter 10\u003c\/p\u003e\u003cp\u003eComponent Contribution to Standard Deviation \u003c\/p\u003e\u003cp\u003eComponent Contribution Step-by-Step \u003c\/p\u003e\u003cp\u003eComponent Contribution with a Custom Function \u003c\/p\u003e\u003cp\u003eVisualizing Component Contribution \u003c\/p\u003e\u003cp\u003eRolling Component Contribution to Volatility \u003c\/p\u003e\u003cp\u003eVisualizing Rolling Component Contribution to Volatility \u003c\/p\u003e\u003cp\u003eShiny App Component Contribution \u003c\/p\u003e\u003cp\u003eChapter 11\u003c\/p\u003e\u003cp\u003eMonte Carlo Simulation \u003c\/p\u003e\u003cp\u003eSimulating Growth of a Dollar \u003c\/p\u003e\u003cp\u003eSeveral Simulation Functions \u003c\/p\u003e\u003cp\u003eRunning Multiple Simulations \u003c\/p\u003e\u003cp\u003eVisualizing Simulation Results \u003c\/p\u003e\u003cp\u003eVisualizing with highcharter \u003c\/p\u003e\u003cp\u003eShiny App Monte Carlo \u003c\/p\u003e\u003cp\u003eConcluding Practice Applications \u003c\/p\u003e","brand":"Taylor \u0026 Francis Ltd","offers":[{"title":"Default Title","offer_id":51019492196695,"sku":"9781138484030","price":58.89,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9781138484030.jpg?v=1750780430","url":"https:\/\/bookcurl.com\/products\/reproducible-finance-with-r-9781138484030","provider":"Book Curl","version":"1.0","type":"link"}