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!