Reproducible Finance with R

Chpater 1: Introduction

# load packages
library(tidyverse)
library(tidyquant)

Stock Index

tq_index_options()

## [1] "DOW"       "DOWGLOBAL" "SP400"     "SP500"     "SP600"

data <- tq_index("sp400")

Stock Exchange

tq_exchange_options()

## [1] "AMEX"   "NASDAQ" "NYSE"

data <- tq_exchange("NYSE")

tq_get

stock prices from Yahoo Finance

stock <- tq_get("TSLA")

Economic Data from fred

unemployement_nh <- tq_get("NHUR", get = "economic.data")
unemployement_nh

## # A tibble: 127 × 3
##    symbol date       price
##    <chr>  <date>     <dbl>
##  1 NHUR   2014-01-01   4.8
##  2 NHUR   2014-02-01   4.7
##  3 NHUR   2014-03-01   4.6
##  4 NHUR   2014-04-01   4.5
##  5 NHUR   2014-05-01   4.4
##  6 NHUR   2014-06-01   4.3
##  7 NHUR   2014-07-01   4.3
##  8 NHUR   2014-08-01   4.2
##  9 NHUR   2014-09-01   4.1
## 10 NHUR   2014-10-01   4.1
## # ℹ 117 more rows