# Load packages
 
# Core
library(tidyverse)
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library(tidyquant)
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library(ggplot2)
 
# time series
library(timetk)
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##     FANG

Goal

Simulate future portfolio returns

five stocks: “SPY”, “EFA”, “IJS”, “EEM”, “AGG”

market: “SPY”

from 2012-12-31 to 2017-12-31

1 Import stock prices

symbols <- c("SPY", "EFA", "IJS", "EEM", "AGG")
 
prices <- tq_get(x    = symbols,
                 get  = "stock.prices",   
                 from = "2012-12-31",
                 to   = "2017-12-31")

2 Convert prices to returns

asset_returns_tbl <- prices %>%
   
    group_by(symbol) %>%
   
    tq_transmute(select     = adjusted,
                 mutate_fun = periodReturn,
                 period     = "monthly",
                 type       = "log") %>%
   
    slice(-1) %>%
   
    ungroup() %>%
   
    set_names(c("asset", "date", "returns"))