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VISUALIZING TIME SERIES DATA IN R
Case study presentation
Arnaud Amsellem The R Trader
Visualizing Time Series Data in R
Your savings
● Microso!
● Yahoo
● Apple
Invested in a portfolio with 3 stocks
You have some spare cash to invest
Visualizing Time Series Data in R
Role of correlationNew portfolio
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
VISUALIZING TIME SERIES DATA IN R
Let’s practice!
VISUALIZING TIME SERIES DATA IN R
New stocks
Arnaud Amsellem The R Trader
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
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
VISUALIZING TIME SERIES DATA IN R
Let’s practice!
VISUALIZING TIME SERIES DATA IN R
Congratulations!
Arnaud Amsellem The R Trader
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
Visualizing Time Series Data in R
Going further in time series analysisDataCamp courses
Visualizing Time Series Data in R
Going further in time series analysisCRAN Task View h"ps://cran.r-project.org/web/views/TimeSeries.html
Visualizing Time Series Data in R
Going further in financeDataCamp "Quantitative Analyst with R" career track
Visualizing Time Series Data in R
Going further in financeEmpirical Finance CRAN Task View h"ps://cran.r-project.org/web/views/Finance.html
Visualizing Time Series Data in R
R-bloggersh"ps://www.r-bloggers.com/
VISUALIZING TIME SERIES DATA IN R
Thank you!
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