I’m excited to announce the release of tidyquant version 0.4.0!!! The release is yet again sizable. It includes integration with the PerformanceAnalytics package, which now enables full financial analyses to be performed without ever leaving the “tidyverse” (i.e. with DATA FRAMES). The integration includes the ability to perform performance analysis and portfolio attribution at scale (i.e. with many stocks or many portfolios at once)! But wait there’s more… In addition to an introduction vignette, we created five (yes, five!) topic-specific vignettes designed to reduce the learning curve for financial data scientists. We also have new ggplot2 themes to assist with creating beautiful and meaningful financial charts. We included tq_get support for “compound getters” so multiple data sources can be brought into a nested data frame all at once. Last, we have added new tq_index() and tq_exchange() functions to make collecting stock data with tq_get even easier. I’ll briefly touch on several of the updates. The package is open source, and you can view the code on the tidyquant github page.

The folks at RStudio have a segment on their RViews blog, “Reproducible Finance with R”, one that we at Business Science are very fond of! In the spirit of reproducibility, we thought that it would be appropriate to recreate the RViews post, “Reproducible Finance with R: Sector Correlations”. This time, however, the tidyquant package will be used to streamline much of the code that is currently used. The main advantage of tidyquant is to bridge the gap between the best quantitative resources for collecting and manipulating quantitative data: xts, zoo, quantmod and TTR, and the data modeling workflow and infrastructure of the tidyverse. When implemented, tidyquant cuts the code down by about half and simplifies the workflow.

tidyquant, version 0.3.0, is a pretty sizable release that includes a little bit for everyone, including new financial charting and moving average geoms for use with ggplot2, a new tq_get get option called "key.stats" for retrieving real-time stock information, and several nice integrations that improve the ease of scaling your analyses. If your not already familiar with tidyquant, it integrates the best quantitative resources for collecting and analyzing quantitative data, xts, zoo, quantmod and TTR, with the tidyverse allowing for seamless interaction between each. I’ll briefly touch on some of the updates by going through some neat examples. The package is open source, and you can view the code on the tidyquant github page.

Since my initial post on parallel processing with multidplyr, there have been some recent changes in the tidy eco-system: namely the package tidyquant, which brings financial analysis to the tidyverse. The tidyquant package drastically increase the amount of tidy financial data we have access to and reduces the amount of code needed to get financial data into the tidy format. The multidplyr package adds parallel processing capability to improve the speed at which analysis can be scaled. I seriously think these two packages were made for each other. I’ll go through the same example used previously, updated with the new tidyquant functionality.

tidyquant, version 0.2.0, is now available on CRAN. If your not already familiar, tidyquant integrates the best quantitative resources for collecting and analyzing quantitative data, xts, zoo, quantmod and TTR, with the tidy data infrastructure of the tidyverse allowing for seamless interaction between each. I’ll briefly touch on some of the updates. The package is open source, and you can view the code on the tidyquant github page.

My new package, tidyquant, is now available on CRAN. tidyquant integrates the best quantitative resources for collecting and analyzing quantitative data, xts, quantmod and TTR, with the tidy data infrastructure of the tidyverse allowing for seamless interaction between each. While this post aims to introduce tidyquant to the R community, it just scratches the surface of the features and benefits. We’ll go through a simple stock visualization using ggplot2, which which shows off the integration. The package is open source, and you can view the code on the tidyquant github page.

Use parallel processing to speed up your R code, using tidyverse multidplyr.

The Russell 2000 Small-Cap Index, ticker symbol: ^RUT, is the hottest index of 2016 with YTD gains of over 18%. The index components are interesting not only because of recent performance, but because the top performers either grow to become mid-cap stocks or are bought by large-cap companies at premium prices. This means selecting the best components can result in large gains. In this post, I’ll perform a quantitative stock analysis on the entire list of Russell 2000 stock components using the R programming language. Building on the methodology from my S&P Analysis Post, I develop screening and ranking metrics to identify the top stocks with amazing growth and most consistency. I use R for the analysis including the rvest library for web scraping the list of Russell 2000 stocks, quantmod to collect historical prices for all 2000+ stock components, purrr to map modeling functions, and various other tidyverse libraries such as ggplot2, dplyr, and tidyr to visualize and manage the data workflow. Last, I use plotly to create an interactive visualization used in the screening process. Whether you are familiar with quantitative stock analysis, just beginning, or just interested in the R programming language, you’ll gain both knowledge of data science in R and immediate insights into the best Russell 2000 stocks, quantitatively selected for future returns!

Develop quantitative trading strategies in R. Analyze every stock in the S&P 500 to screen risk versus reward.

This post is the third and final part in the customer segmentation analysis. The first post focused on K-Means Clustering to segment customers into distinct groups based on purchasing habits. The second post takes a different approach, using Pricipal Component Analysis (PCA) to visualize customer groups. The third and final post performs Network Visualization (Graph Drawing) using the igraph and networkD3 libraries as a method to visualize the customer connections and relationship strengths.

This post is the second part in the customer segmentation analysis. The first post focused on k-means clustering in R to segment customers into distinct groups based on purchasing habits. This post takes a different approach, using Pricipal Component Analysis (PCA) in R as a tool to view customer groups. Because PCA attacks the problem from a different angle than k-means, we can get different insights. We’ll compare both the k-means results with the PCA visualization. Let’s see what happens when we apply PCA.

In this machine learning with R tutorial, use k means clustering to segment customers into distinct groups based on purchasing habits.