From the course: Algorithmic Trading and Finance Models with Python, R, and Stata Essential Training (2019)
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Data analysis in R
From the course: Algorithmic Trading and Finance Models with Python, R, and Stata Essential Training (2019)
Data analysis in R
- [Instructor] Once you've pulled your data from whatever source, when it comes to developing financial algorithms, you're going to need to start by trying to come up with a strategy. Oftentimes that sounds easier than it really is. The reality is, you're probably going to need to go through and do a whole bunch of statistical tests to try out various ideas that you have, various theories that you have, but actually put them into practice. I'm in the 03_04 Begin file here in R, but this is really just any blank R script file in RStudio. Let's just start with something basic. We have the MSFT, the Microsoft stock data that we pulled previously. If we wanted to go through and examine summary statistics around that, we could simply type summary(MSFT) and then Ctrl+Enter. In the console window, we'll see a whole bunch of output pop up. This'll show us the summary statistics data; the minimum, the first quartile, medians, means, third quartiles, and max for all of our different variables;…
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