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# QuantBros.com Introduction to R Programming for Financial Timeseries

More From: QuantCourse
377 ratings | 27837 views
Learn Financial Programming and Timeseries Analysis Basics in R and R Studio Not enough for you? Want to learn more R? Our friends over at DataCamp will whip you into shape real quick if you need help: https://www.datacamp.com/courses/free-introduction-to-r?tap_a=5644-dce66f&tap_s=84932-063f71 Or if you're more of a Python guy, we have an intro to finance for Python course live on DataCamp right now: https://www.datacamp.com/courses/introduction-to-portfolio-analysis-in-r?tap_a=5644-dce66f&tap_s=84932-063f71 Join the Quants by taking our Quant Course at http://quantcourse.com 1) Basics of R Programming / Downloading R 2) Using Data Frames 3) An Intro to the Quantmod Package 4) Reading in Financial Data from Quantmod 5) Using Vectors in R 6) Reading and Writing Data as CSV Files 7) Plotting Timeseries Data in R 8) Working with Split / Dividend Adjusted Data 9) Calculating Log Returns 10) Converting Log Returns to Arithmetic and Vice-Versa 11) Apply Function in R / Working With Multivariate Data 12) Intro to the Performance Analytics Package 13) XTS and Zoo Objects for Financial Data 14) Chart the Cumulative Return of an Asset 15) Chart the Drawdown and Daily Returns of an Asset 16) Charting Multiple Assets at Once in R 17) Merging Different Datasets With Different Indexes 18) Calculating Sharpe Ratios and other Performance Metrics
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Ryan Kirchberger (5 days ago)
this is so hard to remember and do completely on my own how you guys are so smooth with this is insane wish i had a community to work with shame just me learning all by myself. How much of this should i be writing down? Im on day 2 coding my whole life and i have basics down but not mastered. I guess im learning piece by piece gonna be a slow daily grind hopefully one day it all clicks and i am able to smoothly code.
Danish Khan (1 month ago)
Jeffreynot_ery (2 months ago)
thank you for making this so simple. my teacher's instructions were not clear at all now everything makes sense!
Sandeep Srivastava (2 months ago)
Outstanding Video ...
Nikita Douglass (4 months ago)
Chris Shockley (4 months ago)
Thank you for taking the time to do this. Very thorough. I plan on taking more of the courses. :)
By using the table.AnnualizedReturns() function with the same 252 trade days / year and Rf rate today, found out that MSFT's Sharpe ratio > 1 > TSLA's annualized Sharpe ratio .. quite interesting. Are there any good ways to estimate Rf ?
Cameron (6 months ago)
I know you wrote this a few months ago but I'll answer your question just in case you're still wondering. There are a number of ways to estimate a good Rf. Most people, however, would use the current 3-month US treasury bill rate. I (bare in mind I'm an Mphil in finance) have, in the past, found the arithmetic mean of the 3-month T-bill rate over varying periods of time and have used that. If you think we are entering into a period of market correction, go back and look at the rates during other corrections as the T-bill rate would certainly be lower than it is right now. In short, there are different levels of sophistication in choosing a risk free rate, bu most will point back to using US t-bill's in some manner.
Rohan Srivastav (11 months ago)
At 39:56- You are plotting Cumulative return using cumprod, you did not write type="l" and it plots a line graph. Why? Also, I type ="l", it gives me error
Jaideep Desai (1 year ago)
hey excellent video so far and am following along in R Studio. however as I run the getSymbol command i get the following message df <- data.frame(getSymbols("AAPL", auto.assign = F)) ‘getSymbols’ currently uses auto.assign=TRUE by default, but will use auto.assign=FALSE in 0.5-0. You will still be able to use ‘loadSymbols’ to automatically load data. getOption("getSymbols.env") and getOption("getSymbols.auto.assign") will still be checked for alternate defaults. This message is shown once per session and may be disabled by setting options("getSymbols.warning4.0"=FALSE). See ?getSymbols for details. WARNING: There have been significant changes to Yahoo Finance data. Please see the Warning section of ‘?getSymbols.yahoo’ for details. This message is shown once per session and may be disabled by setting options("getSymbols.yahoo.warning"=FALSE). Any iea how one can get past this and get the real data just like you did, Thanks
awesome make more videos
He will if you pay him
Josh (1 year ago)
Does Yahoo no longer support quantmod?
holdingspace (11 months ago)
Josh still does.
Elton Wheeler (1 year ago)
Hi I am getting the below msg, has the host site stopped sharing quantmod inputs? sorry just a starting with r... > install.packages("quantmod") Warning in install.packages :   cannot open URL 'http://www.stats.ox.ac.uk/pub/RWin/src/contrib/PACKAGES.rds': HTTP status was '404 Not Found' Installing package into ‘C:/Users/Elton/Documents/R/win-library/3.4’ (as ‘lib’ is unspecified) Warning in install.packages :   cannot open URL 'http://www.stats.ox.ac.uk/pub/RWin/bin/windows/contrib/3.4/PACKAGES.rds': HTTP status was '404 Not Found' trying URL 'https://cran.rstudio.com/bin/windows/contrib/3.4/quantmod_0.4-10.zip' Content type 'application/zip' length 478507 bytes (467 KB) downloaded 467 KBpackage ‘quantmod’ successfully unpacked and MD5 sums checkedThe downloaded binary packages are in  C:\Users\Elton\AppData\Local\Temp\RtmpGEn6uO\downloaded_packages >
Just did about 3/4 of the video, saved the file on the desktop and when I open it and run it, it doesn't work. What am I doing wrong?
Mike Parrott (2 years ago)
Your slide at 44:36 says Continuous Return = 1 + Simple Returns. This is obviously wrong!! It should read Continuous Return = log(1 + Simple Returns)
QuantCourse (1 year ago)
Good catch!
Raju Choudhari (2 years ago)
Thanks for sharing. your videos are useful as usual. your voice is coming clear. which fonts did you use?

Black Hole (2 years ago)
The link you provided is for an R Programming course. Do you offer an R course for trading?
QuantCourse (2 years ago)
Not yet! Our first course will, however, show you how to build and backtest automated portfolio strategies in R. https://quantbros.teachable.com/p/financial-analytics-timeseries-programming-become-a-quant But if you're looking for a less technical option, stay in touch! We might have what you're looking for soon...
Al Bundy (2 years ago)
Hi, I really love the tutorial! I was wondering if i can apply for the full course or it will be uploaded on youtube.
QuantCourse (2 years ago)
Hey Al - If you're interested, we are now launching our Bootcamp program at www.QuantBros.com/bootcamp
Al Bundy (2 years ago)
Yes I did. Keep up with good work. Tutorials are awesome!!!!!
QuantCourse (2 years ago)
Hey Al! Just checking in to make sure you saw our most recent tutorial on VaR in R which you should find of interest. And check out our brand new website! Cheers.
QuantCourse (2 years ago)
Hey Al! Glad you like it! We'll be building out the full course relatively soon. Expect it to drop in about a month. Sign up for our QuantBros.com mailing list on our website if you haven't already, and we'll be sure to let you know when it is available! The longer we take to build it, the better it's going to be. Send me a private message if there's more specific tutorial topics you'd like to request. Cheers!