Bringing financial and business analysis to the tidyverse
Our short introduction to tidyquant
on
YouTube.
tidyquant
integrates the best resources for collecting and analyzing
financial data, zoo
, xts
, quantmod
, TTR
, and
PerformanceAnalytics
, with the tidy data infrastructure of the
tidyverse
allowing for seamless interaction between each. You can now
perform complete financial analyses in the tidyverse
.
zoo
, xts
,
quantmod
, TTR
, and now PerformanceAnalytics
tidyverse
tools in R for Data Scienceggplot2
functionality for beautiful and meaningful
financial visualizationsWith tidyquant
all the benefits add up to one thing: a one-stop shop
for serious financial analysis!
Getting Financial Data from the web: tq_get()
. This is a
one-stop shop for getting web-based financial data in a “tidy” data
frame format. Get data for daily stock prices (historical), key
statistics (real-time), key ratios (historical), financial statements,
dividends, splits, economic data from the FRED, FOREX rates from
Oanda.
Manipulating Financial Data: tq_transmute()
and tq_mutate()
.
Integration for many financial functions from xts
, zoo
,
quantmod
,TTR
and PerformanceAnalytics
packages. tq_mutate()
is
used to add a column to the data frame, and tq_transmute()
is used
to return a new data frame which is necessary for periodicity changes.
Performance Analysis and Portfolio Analysis: tq_performance()
and
tq_portfolio()
. The newest additions to the tidyquant
family
integrate PerformanceAnalytics
functions. tq_performance()
converts investment returns into performance metrics. tq_portfolio()
aggregates a group (or multiple groups) of asset returns into one or
more portfolios.
Visualizing the stock price volatility of four stocks side-by-side is quick and easy…
What about stock performance? Quickly visualize how a \$10,000 investment in various stocks would perform.
Ok, stocks are too easy. What about portfolios? With the
PerformanceAnalytics
integration, visualizing blended portfolios are
easy too!
This just scratches the surface of tidyquant
. Here’s how to install to
get started.
Development Version with Latest Features:
# install.packages("devtools")
devtools::install_github("business-science/tidyquant")
CRAN Approved Version:
install.packages("tidyquant")
The tidyquant
package includes several vignettes to help users get up
to speed quickly:
tidyquant
tidyquant
tidyquant
tidyquant
tidyquant
tidyquant
tidyquant
-
A 1-hour course on tidyquant
in Learning Labs PROplumber
- Build a stock optimization API
with plumber
and tidyquant
ROI
package with tidyquant
to calculate optimal minimum variance
portfolios and develop an efficient frontier.