This is a summary of links featured on Quantocracy on Thursday, 05/14/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
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Financial Data Manipulation in dplyr for Quant Traders [Robot Wealth]In this post, were going to show how a quant trader can manipulate stock price data using the dplyr R package. Getting set up and loading data Load the dplyr package via the tidyverse package. if (!require('tidyverse')) install.packages('tidyverse') library(tidyverse) First, load some price data. energystockprices.RDS contains a data frame of daily price observations for 3
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Academic Finance Research Galore. WFA Sessions Announced [Alpha Architect]Attention all finance geeks. The latest and greatest from academic researchers is available for all to review. The WFA recently released their sessions. WFA is one of the more prestigious academic conferences and papers presented at the conference often find their way into top-tier academic journals. Highly recommend you check it out! A few papers that caught my eye as we actively contemplate our