Reproducible Finance with R - Code Flows and Shiny Apps for Portfolio Analysis (Broché)

Reproducible Finance with R : Code Flows and Shiny Apps for Portfolio Analysis is a unique introduction to data science for investment management that explores the three major R/finance coding paradigms, emphasizes data visualization, and explains how to build a cohesive suite of functioning Shiny applications. The full source code, asset price data, and live Shiny applications are available at repro-duciblefinance.com.
The ideal reader works in finance or wants to work in finance, and has a desire to learn R code and Shiny through simple, yet, practical real-world examples. The book begins with the first step in data science : importing and wrangling data, which in the investment context means importing asset prices, converting to returns, and constructing a portfolio. The next section covers risk and tackles descriptive statistics such as standard deviation, skewness, kurtosis, and their rolling histories.
The third section focuses on portfolio theory, analyzing the Sharpe Ratio, CAPM, and Fama-French models. The book concludes with applications for finding individual asset contribution to risk and for running Monte Carlo simulations. For each of these tasks, the three major coding paradigms are explored and the work is wrapped into interactive Shiny dashboards. "Shiny...is in high demand [because] it enables users to communicate data science to managers and executives...This alone is a big benefit that separates this book from others.
The second is...a modern approach to using three different frameworks : xts, tidyverse, and tidyquant/tibbletime. I enjoyed reading it. I found the prose approachable and not overly technical or formal." (Matt Dancho, Founder, Business Science, LLC). "The topic of reproducibility in research & [financial] analysis has only been addressed via several research papers, white papers and blog posts. This book showcases how it can be applied with several practical examples...
that highlight the usefulness of following the philosophy...The manuscript is very clearly written and well done.... It is very much needed in the Finance industry." (Moody Hadi, S&P Global - Market Intelligence - Risk Services).