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Reproducible Finance with R
November 13, 2018
In this webinar, we will create and code a real (but simple) portfolio analysis in order to explore R's data import, wrangling, and visualization tools in the world of investment management. The content is based on the new book Reproducible Finance with R: Code Flows and Shiny Apps for Portfolio Analysis, which was just published this week. We will become familiar with the worlds of xts, the Tidyverse and tidyquant for analysis and visualization of our portfolio, and how each can be used in a Shiny application.
Jonathan leads the financial services practice at RStudio and works with data science teams at a variety of financial institutions. He studied International Relations as an undergraduate at Harvard, worked in finance at JP Morgan and then did graduate work in Political Economy at Emory University before joining RStudio. He is the author of the book Reproducible Finance with R: Code Flows and Shiny Apps for Portfolio Analysis (CRC Press, 2018) http://www.reproduciblefinance.com/. He is also a regular to contributor to Rviews (rviews.rstudio.com/categories/reproducible-finance).