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Bringing financial and business analysis to the tidyverse

Our short introduction totidyquant onYouTube.

tidyquant integrates the best resources for collecting and analyzingfinancial data usingzoo,xts,quantmod,TTR, andPerformanceAnalytics, with the tidy data infrastructure of thetidyverse allows for seamless interaction between each. You can nowperform complete financial analyses in thetidyverse.

• A few core functions with a lot of power
• Integrates the quantitative analysis functionality ofzoo,xts,quantmod,TTR, andnowPerformanceAnalytics
• Designed for modeling and scaling analyses using thetidyversetools inR for Data Science
• Implementsggplot2 functionality for beautiful and meaningfulfinancial visualizations
• User-friendly documentation to get you up to speed quickly!

• Excel in R - Pivot Tables, VLOOKUPs, andmore:Details on theExcel integrations are covered in the blog article.

Withtidyquant, all the benefits add up to one thing:a one-stop shopfor serious financial analysis!

• Getting Financial Data from the web:tq_get(). This is aone-stop shop for getting web-based financial data in a “tidy” dataframe format. Get data for daily stock prices (historical), keystatistics (real-time), key ratios (historical), financial statements,dividends, splits, economic data from the FRED, FOREX rates fromOanda.

• Manipulating Financial Data:tq_transmute() andtq_mutate().Integration for many financial functions fromxts,zoo,quantmod,TTR andPerformanceAnalytics packages.tq_mutate() isused to add a column to the data frame, andtq_transmute() is usedto return a new data frame which is necessary for periodicity changes.

• Performance Analysis and Portfolio Analysis:tq_performance() andtq_portfolio(). The newest additions to thetidyquant familyintegratePerformanceAnalytics functions.tq_performance()converts investment returns into performance metrics.tq_portfolio()aggregates a group (or multiple groups) of asset returns into one ormore portfolios.

Visualizing the stock price volatility of four stocks side-by-side isquick and easy…

What about stock performance? Quickly visualize how a $10,000investment in various stocks would perform.

Ok, stocks are too easy. What about portfolios? With thePerformanceAnalytics integration, visualizing blended portfolios iseasy too!

• Portfolio 1: 50% FB, 25% AMZN, 25% NFLX, 0% GOOG
• Portfolio 2: 0% FB, 50% AMZN, 25% NFLX, 25% GOOG
• Portfolio 3: 25% FB, 0% AMZN, 50% NFLX, 25% GOOG
• Portfolio 4: 25% FB, 25% AMZN, 0% NFLX, 50% GOOG

This just scratches the surface oftidyquant. Here’s how to install toget started.

Development Version with Latest Features:

# install.packages("devtools")devtools::install_github("business-science/tidyquant")

CRAN Approved Version:

install.packages("tidyquant")

Thetidyquant package includes several vignettes to help users get upto speed quickly:

• TQ00 - Introduction totidyquant
• TQ01 - Core Functions intidyquant
• TQ02 - R Quantitative Analysis Package Integrations intidyquant
• TQ03 - Scaling and Modeling withtidyquant
• TQ04 - Charting withtidyquant
• TQ05 - Performance Analysis withtidyquant
• Blog Article: Excel in R - PivotTables, VLOOKUPs, andmore!

• Learning Lab#9:

  • Performance Analysis & Portfolio Optimization withtidyquant -A 1-hour course ontidyquant in Learning Labs PRO

• Learning Lab#10:

  • Building an API withplumber - Build a stock optimization APIwithplumber andtidyquant

• Learning Lab#16:

  • Stock Portfolio Optimization and Nonlinear Programming - Use theROI package withtidyquant to calculate optimal minimum varianceportfolios and develop an efficient frontier.

• Learning Lab#30:

  • Shiny Financial Analysis with Tidyquant API & Excel PivotTables - Learn how to use the new Excel Functionality to makePivot Tables, VLOOKUPs, SUMIFs, and more!