Intermediate R for Finance Training Course

Introduction

Refresher on R Programming Basics

Creating Dates and Times in R

• Overview of Data Classes for Dates and Times
• Exploring Your First Date and Time Objects
• Creating Dates from Character Strings
• Using Vectors to Create Multiple Dates from Character Strings
• Specifying Date Formats
• Converting Between Date Formats
• Getting Time Intervals Between Dates
• Extracting Date Components Using Functions

Using If Statements and Operators in R

• Overview of the Exercise: Creating a Program for Buying or Selling Stocks
• Using Relational Operators
• Comparing Vectors Using Relational Operators
• Using Logical Operators
  • Implementing And/Or
  • Implementing Not
  • Using Subsets with Data Frames and Logical Operators
• Hands On: Creating Your Stocks Program by Combining Relational and Logical Operators
• Using If Statements
  • Exploring the Basic If Structure
  • Implementing If-Else Statements
  • Implementing Nested If Statements
  • Using the ifelse() Function

Implementing Loops in R

• Implementing Repeat Loops Using Stock Prices Example
• Implementing Break Points
• Implementing While Loops Using Debt Example
  • Using While Loops with Printing Function
  • Creating Plots Using While Loops
  • Using Break and If Statements in While Loops
• Implementing For Loops Using Stocks Example
  • Looping Over Vectors
  • Looping Over Data Frame Rows
  • Looping Over Matrix Elements
  • Using Break and Next

Implementing Functions in R

• Overview of Functions
• Getting Help with Functions and Reading Documentations
• Using Arguments and Optional Arguments
• Implementing Nested Functions
• Creating Your First Function: Turning Percentage into a Decimal
• Implementing Multiple Arguments in Your Custom Function
• Creating a Function to Calculate Present Value
• Understanding Function Scoping
• Introduction to Packages Using tidyquant

Using Apply Functions in R

• Using Apply Functions to Perform Complicated Calculations
• Implementing lapply() on a List
• Implementing lapply() on a Data Frame Using Sharpe Ratio Example
• Using FUN Arguments in lapply() to Improve the Sharpe Ratio Function
• Using sapply() to Simplify Apply
• Exercise: Examining a Sample Program on the Stock Market Crash List
• Using vapply() and FUN.VALUE
• Using Anonymous Functions

Troubleshooting

Summary & Conclusion