Quantitative Trading with R (1)

by Karl-Kuno Kunze

Harry Georgakopoulos’ book Quantitative Trading with R is meant as an introduction to data handling, statistical calculations, financial products, risk management, and trading with R. Thus it covers a vast amount of information and eventually needs to rush through some topics. In loose succession, I will provide some additional material and remarks.

On page 38, a sample stock price file is shown as figure 2.8. However, I did not manage to find the file on any internet resource as a ready-made .csv file. To make things easier for my fellow readers, I provide the data file here. Note, that

  • I was not able to reproduce the CVX and TEVA symbols
  • the file contains close prices.

For your analyses, you should at least move to adjusted close prices, as corporate actions may generate stylized facts in your results. You find the adjusted close prices here.

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