Midterm 111035099

##Loading packages and import data

library(pacman)
library(readxl)
library(tidyquant)
library(tidyverse)
library(timetk)
library(kableExtra)
library(dplyr)
library(dtplyr)
library(reshape2)
library(PerformanceAnalytics)

data<- read_tsv("tej_day_price_2017_2018.txt")

## Rows: 443171 Columns: 12
## ── Column specification ────────────────────────────────────────────────────────
## Delimiter: "\t"
## chr (3): 簡稱, TSE 產業別, 上市別
## dbl (9): 證券代碼, 年月日, 開盤價(元), 最高價(元), 收盤價(元), 最低價(元), 成交值(千元), 市值(百萬元), 成交量(千股...
## 
## ℹ Use `spec()` to retrieve the full column specification for this data.
## ℹ Specify the column types or set `show_col_types = FALSE` to quiet this message.

etf <- data
head(etf)

## # A tibble: 6 × 12
##   證券代碼 簡稱  TSE 產…¹ 上市別  年月日 開盤…² 最高價…³ 收盤…⁴ 最低價…⁵ 成交…⁶
##      <dbl> <chr> <chr>    <chr>    <dbl>  <dbl>    <dbl>  <dbl>    <dbl>  <dbl>
## 1     1101 台泥  01       TSE     2.02e7  29.9     29.9   29.6     29.4  101450
## 2     1102 亞泥  01       TSE     2.02e7  24.9     25.0   25.0     24.8   33550
## 3     1103 嘉泥  01       TSE     2.02e7   8.27     8.27   8.27     8.17   2411
## 4     1104 環泥  01       TSE     2.02e7  21.4     21.5   21.5     21.4    3705
## 5     1108 幸福  01       TSE     2.02e7   8.56     8.57   8.57     8.56    182
## 6     1109 信大  01       TSE     2.02e7  10.1     10.1   10.1     10.1      42
## # … with 2 more variables: `市值(百萬元)` <dbl>, `成交量(千股)` <dbl>, and
## #   abbreviated variable names ¹​`TSE 產業別`, ²​`開盤價(元)`, ³​`最高價(元)`,
## #   ⁴​`收盤價(元)`, ⁵​`最低價(元)`, ⁶​`成交值(千元)`

Replace column

colnames(etf)[1] = "id"
colnames(etf)[2] = "name"
colnames(etf)[5] = "date"
colnames(etf)[8] = "price"
colnames(etf)[11] = "cap"
etf %>% head(6) %>% kbl(caption="New data after rename 5 columns")%>%
  row_spec(row =0, bold= TRUE, color = "black", background = "#5F9EA0") %>%
  kable_styling(bootstrap_options = "striped", full_width = F, position = "center")

New data after rename 5 columns

id	name	TSE 產業別	上市別	date	開盤價(元)	最高價(元)	price	最低價(元)	成交值(千元)	cap	成交量(千股)
1101	台泥	01	TSE	20170103	29.90	29.90	29.64	29.35	101450	129779	2890
1102	亞泥	01	TSE	20170103	24.91	24.95	24.95	24.76	33550	89078	1271
1103	嘉泥	01	TSE	20170103	8.27	8.27	8.27	8.17	2411	6748	278
1104	環泥	01	TSE	20170103	21.41	21.54	21.50	21.37	3705	15610	150
1108	幸福	01	TSE	20170103	8.56	8.57	8.57	8.56	182	3703	20
1109	信大	01	TSE	20170103	10.11	10.11	10.11	10.11	42	3789	4

Select column and reshape

etf2 <- select(etf,id,date,price) 
etf2$id <- as.character(etf2$id)
etf2$date <- as.Date(as.character(etf$date),format='%Y%m%d')
head(etf2)

## # A tibble: 6 × 3
##   id    date       price
##   <chr> <date>     <dbl>
## 1 1101  2017-01-03 29.6 
## 2 1102  2017-01-03 25.0 
## 3 1103  2017-01-03  8.27
## 4 1104  2017-01-03 21.5 
## 5 1108  2017-01-03  8.57
## 6 1109  2017-01-03 10.1

p_load(reshape2)
etf3  <- dcast(etf2, date~id)

## Using price as value column: use value.var to override.

etf3 %>% head(6) %>% kbl(caption="New data after convertinng")%>%
  row_spec(row =0, bold= TRUE, color = "black") %>%
  kable_styling(bootstrap_options = "striped", full_width = F, position = "center")

New data after convertinng

date	1101	1102	1103	1104	1108	1109	1110	1201	1203	1210	1213	1215	1216	1217	1218	1219	1220	1225	1227	1229	1231	1232	1233	1234	1235	1236	1256	1262	1301	1303	1304	1305	1307	1308	1309	1310	1312	1313	1314	1315	1316	1319	1321	1323	1324	1325	1326	1337	1338	1339	1340	1341	1402	1409	1410	1413	1414	1416	1417	1418	1419	1423	1432	1434	1435	1436	1437	1438	1439	1440	1441	1442	1443	1444	1445	1446	1447	1449	1451	1452	1453	1454	1455	1456	1457	1459	1460	1463	1464	1465	1466	1467	1468	1470	1471	1472	1473	1474	1475	1476	1477	1503	1504	1506	1507	1512	1513	1514	1515	1516	1517	1519	1521	1522	1524	1525	1526	1527	1528	1529	1530	1531	1532	1533	1535	1536	1537	1538	1539	1540	1541	1558	1560	1568	1582	1583	1587	1589	1590	1592	1598	1603	1604	1605	1608	1609	1611	1612	1614	1615	1616	1617	1618	1626	1701	1702	1707	1708	1709	1710	1711	1712	1713	1714	1717	1718	1720	1721	1722	1723	1724	1725	1726	1727	1730	1731	1732	1733	1734	1735	1736	1737	1760	1762	1773	1776	1783	1786	1789	1802	1805	1806	1808	1809	1810	1817	1902	1903	1904	1905	1906	1907	1909	2002	2006	2007	2008	2009	2010	2012	2013	2014	2015	2017	2020	2022	2023	2024	2025	2027	2028	2029	2030	2031	2032	2033	2034	2038	2049	2059	2062	2069	2101	2102	2103	2104	2105	2106	2107	2108	2109	2114	2115	2201	2204	2206	2207	2208	2227	2228	2231	2236	2239	2243	2301	2302	2303	2305	2308	2312	2313	2314	2316	2317	2321	2323	2324	2327	2328	2329	2330	2331	2332	2337	2338	2340	2342	2344	2345	2347	2348	2349	2351	2352	2353	2354	2355	2356	2357	2358	2359	2360	2362	2363	2364	2365	2367	2368	2369	2371	2373	2374	2375	2376	2377	2379	2380	2382	2383	2385	2387	2388	2390	2392	2393	2395	2397	2399	2401	2402	2404	2405	2406	2408	2409	2412	2413	2414	2415	2417	2419	2420	2421	2423	2424	2425	2426	2427	2428	2429	2430	2431	2433	2434	2436	2438	2439	2440	2441	2442	2443	2444	2448	2449	2450	2451	2453	2454	2455	2456	2457	2458	2459	2460	2461	2462	2464	2465	2466	2467	2468	2471	2472	2474	2475	2476	2477	2478	2480	2481	2482	2483	2484	2485	2486	2488	2489	2491	2492	2493	2495	2496	2497	2498	2499	2501	2504	2505	2506	2509	2511	2514	2515	2516	2520	2524	2527	2528	2530	2534	2535	2536	2537	2538	2539	2540	2542	2543	2545	2546	2547	2548	2597	2601	2603	2605	2606	2607	2608	2609	2610	2611	2612	2613	2614	2615	2616	2617	2618	2630	2633	2634	2636	2637	2642	2701	2702	2704	2705	2706	2707	2712	2722	2723	2727	2731	2739	2748	2801	2809	2812	2816	2820	2823	2832	2834	2836	2838	2841	2845	2849	2850	2851	2852	2855	2867	2880	2881	2882	2883	2884	2885	2886	2887	2888	2889	2890	2891	2892	2897	2901	2903	2904	2905	2906	2908	2910	2911	2912	2913	2915	2923	2929	2936	2939	3002	3003	3004	3005	3006	3008	3010	3011	3013	3014	3015	3016	3017	3018	3019	3021	3022	3023	3024	3025	3026	3027	3028	3029	3030	3031	3032	3033	3034	3035	3036	3037	3038	3040	3041	3042	3043	3044	3045	3046	3047	3048	3049	3050	3051	3052	3054	3055	3056	3057	3058	3059	3060	3062	3090	3094	3130	3149	3164	3167	3189	3209	3229	3231	3257	3266	3296	3305	3308	3311	3312	3321	3338	3346	3356	3376	3380	3383	3406	3413	3416	3419	3432	3437	3443	3450	3454	3481	3494	3501	3504	3515	3518	3528	3530	3532	3533	3535	3536	3545	3550	3557	3563	3576	3579	3583	3588	3591	3593	3596	3605	3607	3617	3622	3645	3653	3661	3665	3669	3673	3679	3682	3686	3694	3698	3701	3702	3703	3704	3705	3706	3708	3711	3712	4104	4106	4108	4119	4133	4137	4141	4142	4144	4148	4155	4164	4190	4306	4414	4426	4438	4526	4532	4536	4540	4545	4551	4552	4555	4557	4560	4562	4566	4720	4722	4725	4737	4739	4746	4755	4763	4764	4766	4807	4904	4906	4912	4915	4916	4919	4927	4930	4934	4935	4938	4942	4943	4952	4956	4958	4960	4961	4968	4976	4977	4989	4994	4999	5007	5203	5215	5225	5234	5243	5258	5259	5264	5269	5284	5285	5288	5305	5388	5434	5469	5471	5484	5515	5519	5521	5522	5525	5531	5533	5534	5538	5607	5608	5706	5871	5876	5880	5906	5907	6005	6024	6108	6112	6115	6116	6117	6120	6128	6131	6133	6136	6139	6141	6142	6152	6153	6155	6164	6165	6166	6168	6172	6176	6177	6183	6184	6189	6191	6192	6196	6197	6201	6202	6205	6206	6209	6213	6214	6215	6216	6224	6225	6226	6230	6235	6239	6243	6251	6257	6269	6271	6277	6278	6281	6282	6283	6285	6288	6289	6405	6409	6412	6414	6415	6416	6431	6442	6443	6449	6451	6452	6456	6464	6477	6504	6505	6525	6531	6533	6541	6552	6558	6573	6579	6581	6582	6591	6605	6625	6641	6655	6666	6668	6670	6671	6674	8011	8016	8021	8028	8033	8039	8046	8070	8072	8081	8101	8103	8105	8110	8112	8114	8131	8150	8163	8201	8210	8213	8215	8222	8249	8261	8271	8341	8367	8374	8404	8411	8422	8427	8429	8442	8443	8454	8462	8463	8464	8466	8467	8473	8478	8480	8481	8482	8488	8497	8499	8926	8940	8996	9802	9902	9904	9905	9906	9907	9908	9910	9911	9912	9914	9917	9918	9919	9921	9924	9925	9926	9927	9928	9929	9930	9931	9933	9934	9935	9937	9938	9939	9940	9941	9942	9943	9944	9945	9946	9955	9958
2017-01-03	29.64	24.95	8.27	21.50	8.57	10.11	15.54	17.65	20.83	24.73	16.80	42.14	47.81	7.33	14.19	15.13	9.83	46.42	69.38	17.28	26.72	75.77	33.08	28.77	20.31	17.87	112.48	131.07	81.28	63.17	14.66	20.28	31.29	16.63	10.45	16.71	19.18	10.43	10.05	23.08	13.55	57.95	24.60	30.53	12.41	19.84	86.58	17.31	85.75	35.91	44.08	NA	22.69	8.51	21.56	5.55	5.65	22.50	5.16	17.68	36.48	6.78	16.35	26.65	4.20	34.07	14.98	4.22	15.45	11.64	9.06	14.01	4.47	7.84	8.50	17.60	8.10	4.10	34.01	18.02	7.97	7.96	8.69	8.50	9.34	8.40	15.66	16.39	20.66	11.70	13.50	10.30	9.98	18.02	6.20	20.55	27.66	10.32	25.41	312.98	116.53	38.03	25.88	14.55	40.80	6.00	17.61	8.99	14.20	15.10	10.03	16.67	71.81	31.85	10.23	106.57	13.14	86.69	9.06	32.72	26.94	14.77	28.48	42.21	43.82	118.75	139.13	8.62	25.49	11.42	47.19	138.76	58.18	30.97	68.03	52.33	NA	97.33	237.72	49.05	37.34	21.65	17.79	10.57	7.73	5.33	6.82	8.17	22.51	9.12	5.09	6.99	7.79	24.96	17.09	55.96	158.27	24.47	13.94	22.72	19.17	13.64	13.97	7.81	27.75	8.05	29.94	13.99	36.35	112.81	15.00	12.57	72.87	11.94	34.56	12.59	13.55	37.55	23.77	11.58	44.26	26.64	NA	26.05	48.73	18.55	23.58	54.20	36.36	12.86	5.65	7.04	27.00	11.79	8.98	32.93	11.10	32.5	12.28	8.46	15.46	9.22	15.28	22.79	18.89	5.35	10.55	7.34	10.48	12.15	20.91	9.45	39.84	7.55	11.66	6.74	9.73	7.27	2.81	15.59	4.15	29.85	9.56	19.12	9.88	8.61	23.53	6.58	137.54	398.66	38.96	19.35	27.32	12.81	31.84	22.66	56.27	44.61	15.62	18.33	10.66	68.58	47.85	25.58	23.20	18.67	337.50	32.16	168.16	153.22	198.71	51.25	177.08	NA	41.84	6.55	10.56	8.05	146.72	11.26	14.64	24.61	19.58	96.08	5.34	3.51	16.50	66.13	23.56	16.34	170.87	14.92	10.56	8.89	8.65	14.07	13.70	9.05	47.48	29.80	17.02	6.99	38.54	13.71	12.31	78.40	54.56	19.40	237.04	15.28	13.87	71.63	26.32	6.50	2.49	8.80	8.84	10.45	10.99	9.61	64.45	15.33	15.70	37.52	66.87	93.99	6.70	53.78	81.89	65.72	18.25	10.05	16.87	33.40	39.95	215.96	45.31	7.82	10.44	16.05	50.10	8.16	24.55	44.08	10.23	93.66	11.85	15.09	24.64	10.96	18.63	30.37	24.36	17.19	21.00	19.83	11.33	6.87	59.07	22.62	24.87	13.64	34.42	8.72	23.89	10.00	105.85	8.87	34.63	6.78	6.16	11.11	22.56	23.23	46.16	74.82	9.72	202.81	45.33	88.56	12.81	42.58	31.01	10.25	17.72	20.35	34.91	16.00	35.15	19.39	9.74	12.60	35.36	211.49	1.29	22.69	18.47	18.51	28.29	15.75	12.69	15.06	16.48	31.49	8.98	37.40	20.41	7.56	35.46	23.23	14.93	87.92	32.08	79.2	13.00	15.49	6.40	11.53	11.14	14.38	8.99	15.71	5.85	6.79	18.07	19.41	17.76	5.83	12.74	14.07	16.58	22.02	8.77	8.24	19.52	24.00	37.70	8.94	33.65	14.52	9.25	51.80	31.79	6.79	10.66	18.17	23.63	12.25	41.04	10.32	9.07	6.97	25.82	12.05	7.58	15.85	24.28	11.96	13.00	NA	17.87	34.85	19.88	27.02	23.63	11.98	15.28	22.20	8.16	14.24	153.13	25.58	36.67	195.04	122.91	76.12	28.96	44.83	14.93	25.60	7.98	14.41	11.69	26.28	17.45	7.32	8.14	7.95	10.15	7.97	13.26	23.88	12.98	12.06	10.34	13.30	13.84	47.15	44.01	7.20	15.07	11.08	20.63	10.05	7.33	7.15	7.91	16.00	15.01	NA	24.52	14.47	21.58	18.54	9.69	18.08	38.32	10.68	209.04	13.29	76.27	20.02	83.93	41.59	NA	9.92	35.89	46.03	34.42	30.24	3690.64	40.99	7.46	16.99	25.82	20.99	18.93	23.10	16.36	29.78	11.23	45.19	63.04	7.05	11.44	39.50	12.20	14.55	15.83	33.90	11.47	33.91	14.43	95.74	28.74	37.76	11.80	9.00	28.94	15.75	35.53	2.18	65.45	94.33	16.13	10.10	15.26	9.02	10.10	4.62	7.28	24.60	15.95	15.09	15.60	10.13	21.87	32.95	18.23	20.63	19.62	123.57	20.50	23.30	24.01	66.55	19.90	11.45	21.54	33.64	11.50	11.83	27.97	7.85	15.10	9.34	13.60	30.43	53.81	40.73	77.53	18.24	2.56	108.68	74.00	50.26	16.78	11.03	21.79	74.81	92.10	71.75	11.20	12.50	44.81	26.00	34.28	21.16	24.37	NA	119.75	90.33	17.40	17.38	34.50	12.83	10.96	57.72	15.15	10.80	55.48	33.21	13.35	12.15	51.37	24.44	30.66	89.29	12.04	30.38	45.35	30.46	157.18	18.86	54.96	71.46	10.40	7.22	14.10	13.25	13.88	35.91	9.64	14.29	42.04	24.17	71.33	NA	NA	40.98	32.09	30.80	68.99	34.27	139.00	31.87	21.40	47.01	NA	NA	41.94	78.14	11.55	17.40	80.10	135.38	20.84	28.56	91.51	NA	38.97	121.40	94.57	56.50	64.52	NA	NA	NA	14.07	28.57	23.95	48.81	38.06	90.71	27.92	111.18	NA	NA	NA	65.01	21.89	75.42	39.69	28.11	35.45	27.89	12.81	14.45	62.57	70.17	23.62	52.66	31.84	21.57	58.83	13.75	NA	51.03	23.14	78.42	NA	69.2	46.98	49.48	70.09	24.58	29.37	29.71	35.45	35.94	9.38	77.32	254.36	51.81	32.27	73.98	22.01	70.00	76.33	16.62	28.94	6.55	7.85	9.77	9.18	31.03	13.65	9.25	14.50	54.55	25.14	14.13	13.43	29.83	50.22	NA	12.13	12.00	20.00	8.35	29.86	24.90	21.12	38.15	7.18	12.31	12.31	36.62	12.99	8.69	20.31	33.49	10.00	5.82	9.97	17.23	17.37	13.36	15.70	58.16	10.51	11.45	48.43	15.38	23.65	30.31	26.55	11.58	52.12	26.07	30.23	26.37	44.27	26.55	85.63	20.10	30.32	49.89	11.44	25.67	51.99	3.68	6.58	118.88	18.58	78.96	14.15	8.87	21.00	75.37	97.78	70.44	24.12	55.36	21.47	26.11	75.99	NA	1.91	15.70	412.93	44.02	401.54	454.51	NA	8.14	41.87	10.24	27.57	94.90	350.26	85.40	112.22	17.53	142.64	98.59	43.18	66.35	NA	NA	NA	NA	NA	NA	NA	NA	NA	79.75	NA	NA	NA	NA	NA	NA	NA	NA	20.33	90.95	19.51	NA	10.05	31.30	23.39	112.42	23.81	60.67	10.28	25.43	15.74	10.87	21.86	153.61	20.28	25.71	19.10	8.19	45.00	27.13	14.35	23.08	18.22	20.90	29.00	109.58	NA	19.44	30.89	29.95	144.04	60.29	32.83	46.18	16.86	180.97	55.68	15.65	300.02	102.93	29.99	47.26	NA	NA	NA	NA	39.14	NA	NA	20.14	14.6	51.21	57.57	9.52	36.75	21.41	17.41	12.94	22.52	114.35	28.81	7.73	139.17	80.63	29.57	10.26	171.80	37.16	35.87	38.20	29.74	8.35	11.00	44.99	29.19	43.46	14.58	9.13	35.96	89.14	48.50	25.21	70.22	75.24	44.06	20.28	42.71	9.12	15.90	9.21
2017-01-04	29.73	24.81	8.23	21.50	8.56	10.11	15.44	17.45	20.92	24.68	16.80	43.51	47.54	7.34	14.28	15.09	9.60	46.32	69.47	17.28	27.01	75.95	33.17	28.82	20.31	17.87	114.32	130.62	81.47	63.62	14.70	20.83	31.42	16.55	11.10	16.83	19.13	10.51	10.00	23.17	13.43	57.58	24.65	31.12	12.55	19.89	86.49	17.65	85.29	35.86	45.04	NA	22.64	8.54	21.56	5.58	5.65	22.33	5.16	17.60	36.43	6.76	16.40	26.97	4.17	34.15	15.07	4.35	15.45	11.54	9.06	14.09	4.39	7.85	8.41	17.31	8.06	4.17	34.08	18.51	8.08	8.00	8.69	8.47	9.39	8.42	15.71	16.46	20.82	11.60	13.45	10.30	9.89	18.02	6.23	20.55	27.75	10.27	25.71	303.71	116.07	38.03	25.93	14.50	40.71	6.02	17.61	8.98	14.29	15.01	10.03	16.77	71.55	31.90	10.18	107.04	13.23	84.82	9.09	32.72	27.13	14.81	28.39	42.41	43.77	118.75	140.02	8.61	25.49	11.56	50.24	139.64	57.72	30.92	67.81	52.14	NA	98.73	232.51	49.51	38.67	20.90	17.84	10.70	7.79	5.39	7.22	8.17	22.37	9.08	5.06	6.99	7.75	25.01	17.09	55.87	163.91	24.60	13.94	22.67	19.17	13.68	13.97	7.81	27.79	8.20	29.99	14.08	36.67	113.74	15.05	12.53	73.05	11.94	34.61	12.63	13.70	37.46	23.87	11.53	44.60	26.78	NA	26.15	48.91	18.63	23.48	54.39	36.41	12.82	5.53	7.04	27.00	11.83	8.93	32.80	11.15	32.7	12.41	8.43	15.41	9.29	15.55	23.03	19.07	5.41	10.60	7.34	10.53	12.10	20.91	9.85	39.75	7.50	11.79	6.81	9.81	7.35	2.88	15.68	4.00	31.16	9.56	19.43	9.88	8.66	23.44	6.53	142.19	399.62	38.96	19.39	27.46	12.91	32.17	22.70	56.54	44.47	15.57	18.42	10.56	68.76	47.94	25.58	23.64	18.67	338.89	32.04	168.59	158.23	197.93	50.54	176.14	NA	43.14	6.50	10.51	8.15	145.79	11.26	14.69	24.61	19.36	95.97	5.46	3.51	16.50	66.35	23.98	16.34	170.87	14.92	10.51	8.85	8.71	14.07	13.65	9.09	49.13	29.57	17.02	6.99	38.45	13.80	12.31	78.40	55.37	19.49	237.04	15.28	13.83	72.01	26.41	6.49	2.45	8.79	8.88	10.55	10.99	9.60	64.81	15.28	15.70	37.35	67.05	92.61	6.70	53.78	87.77	65.54	18.31	10.25	16.77	33.49	40.21	213.82	45.14	7.83	10.44	15.95	49.95	8.28	24.80	44.46	10.18	94.58	11.80	15.05	25.49	11.10	18.82	30.42	24.90	17.19	21.00	19.83	11.37	6.83	59.07	22.48	24.83	13.50	34.77	8.57	24.17	9.77	104.55	8.68	34.46	6.87	6.16	11.16	22.95	23.36	45.90	75.60	9.67	200.95	45.33	88.94	12.61	42.15	30.92	10.15	17.58	20.30	35.41	15.66	35.25	20.31	9.74	12.60	35.95	210.08	1.32	22.69	18.41	18.56	28.75	15.84	12.69	15.06	16.66	31.54	8.97	37.49	20.32	7.86	35.21	23.27	14.89	86.21	32.42	81.8	13.10	15.49	6.42	11.34	10.90	14.22	8.99	15.71	5.85	6.76	18.07	19.36	17.76	5.83	12.65	13.96	16.93	22.02	8.76	8.22	19.22	24.00	37.90	8.90	33.65	14.52	9.29	51.72	32.14	6.82	10.71	18.31	23.54	12.25	40.76	10.24	9.07	6.82	25.72	12.05	7.55	15.75	24.36	11.91	13.00	NA	17.82	35.16	19.47	27.15	23.44	11.98	15.24	22.25	8.16	14.24	153.13	25.58	36.76	193.05	126.64	76.02	28.73	45.94	14.84	25.55	7.97	14.31	11.65	26.28	17.45	7.31	8.15	7.97	10.10	7.97	12.75	23.83	12.98	12.06	10.16	13.45	13.80	46.87	43.92	7.20	15.07	11.08	20.94	10.05	7.37	7.16	7.89	16.09	15.10	NA	24.47	14.42	21.67	18.54	9.78	17.76	36.45	10.58	205.00	13.19	77.26	20.02	83.53	43.02	NA	9.97	36.17	46.08	34.64	30.10	3676.05	40.99	7.36	16.90	26.00	21.13	20.80	22.92	16.50	29.88	11.28	45.79	63.22	7.03	11.49	39.13	12.25	14.55	16.01	33.99	11.47	33.96	14.43	96.18	29.49	37.54	11.99	8.99	29.01	15.80	35.40	2.11	66.26	96.14	16.17	9.96	15.35	8.97	10.19	4.47	7.26	24.37	15.95	15.04	15.60	10.23	22.07	32.90	18.32	20.67	20.36	123.13	20.75	23.00	24.01	66.83	20.27	11.45	21.33	33.45	11.50	11.87	28.28	7.79	15.25	9.35	13.79	30.74	54.35	40.22	77.53	18.42	2.60	108.18	74.09	49.62	16.54	10.94	21.88	75.85	91.75	71.50	11.25	12.50	44.90	26.20	34.78	21.16	24.54	NA	119.93	90.05	17.35	17.43	33.93	12.83	11.11	56.97	15.45	11.85	55.86	33.07	13.40	12.40	52.00	24.39	30.80	89.83	11.99	30.28	45.87	29.96	158.11	18.86	54.96	72.48	10.45	7.34	14.50	13.30	13.78	36.15	9.64	14.19	42.13	24.95	71.24	NA	NA	40.89	32.00	30.70	68.90	34.45	144.52	31.73	21.54	46.82	NA	NA	41.61	78.52	11.65	17.45	79.73	133.52	20.74	28.43	92.42	NA	39.01	122.79	93.72	56.97	64.34	NA	NA	NA	14.17	28.91	24.20	51.07	38.80	90.52	28.19	111.65	NA	NA	NA	66.01	22.12	75.61	39.05	28.11	35.91	27.98	12.86	14.65	62.47	70.89	23.66	51.56	32.26	21.81	58.83	14.10	NA	51.82	24.12	77.71	NA	68.9	47.25	48.48	69.81	24.18	29.37	29.88	35.72	36.03	9.76	77.32	251.58	51.27	32.46	73.43	22.06	70.72	76.07	16.67	28.81	6.56	7.85	9.68	9.19	31.07	13.65	9.29	14.36	54.55	25.71	14.18	13.48	29.91	50.49	NA	12.13	12.00	20.19	8.20	29.90	24.81	21.16	37.98	7.19	12.36	12.41	36.70	12.89	8.63	20.31	34.08	10.24	5.82	10.10	17.13	17.37	13.32	15.25	58.91	10.46	11.60	49.04	15.61	23.60	30.26	26.64	11.49	52.62	26.76	30.23	26.63	44.09	26.95	86.34	20.15	30.96	49.63	11.44	25.62	51.99	3.80	6.48	120.23	18.58	79.05	14.15	9.08	21.00	75.81	100.49	70.44	24.31	55.36	21.47	26.59	76.42	NA	1.96	15.65	418.48	43.80	395.42	472.21	NA	8.14	42.45	10.58	28.61	94.05	350.26	86.71	112.22	17.77	142.17	98.59	42.93	66.26	NA	NA	NA	NA	NA	NA	NA	NA	NA	79.56	NA	NA	NA	NA	NA	NA	NA	NA	20.38	88.63	19.91	NA	10.05	31.94	23.63	112.42	23.65	61.28	10.34	25.25	15.70	10.91	22.16	154.49	20.33	25.29	19.28	8.07	45.08	27.27	14.11	23.56	18.22	21.19	28.95	109.11	NA	19.39	30.97	29.99	143.60	60.02	32.93	46.08	16.96	179.10	55.68	15.65	294.88	101.64	29.81	46.90	NA	NA	NA	NA	39.50	NA	NA	20.05	14.3	51.85	57.30	9.51	37.20	21.32	17.29	12.89	22.47	118.08	28.38	7.76	140.13	80.36	29.47	10.21	172.74	37.08	35.83	38.20	30.44	8.35	11.05	44.99	29.19	43.42	14.71	9.08	35.87	90.54	48.87	25.21	70.50	74.78	44.15	20.09	42.83	9.20	15.90	9.20
2017-01-05	29.73	24.95	8.24	21.54	8.61	10.09	15.44	17.50	20.92	24.60	16.80	43.60	48.53	7.34	14.28	15.13	9.69	46.47	69.65	17.36	27.10	76.13	33.21	28.77	20.34	17.97	114.32	132.87	81.56	65.12	14.57	20.58	31.51	16.46	10.85	16.92	19.04	10.51	10.05	23.17	13.43	57.67	24.75	31.12	12.45	19.89	87.20	17.65	85.93	37.10	45.12	NA	23.01	8.55	21.65	5.60	5.70	22.37	5.15	16.89	36.39	6.74	16.50	26.97	4.17	34.20	15.07	4.01	15.55	11.69	9.19	14.01	4.41	7.86	8.44	17.36	8.12	4.07	34.22	18.46	7.93	7.98	8.75	8.69	9.48	8.49	15.75	16.39	20.82	11.65	13.60	10.40	9.89	18.44	6.34	20.81	27.80	10.18	25.71	299.54	114.25	38.08	26.11	14.45	40.71	5.88	18.34	8.97	14.29	16.49	10.03	16.81	71.64	31.94	10.28	108.46	13.23	83.88	9.09	29.08	27.22	14.81	28.43	43.39	45.58	121.55	141.79	8.64	25.45	11.83	50.51	140.94	59.46	32.48	69.32	52.43	NA	98.26	231.56	50.61	38.17	20.85	17.69	10.84	7.89	5.43	7.14	8.34	22.51	9.12	5.08	7.03	7.79	24.92	17.09	57.15	172.36	24.74	13.98	23.43	19.12	13.68	13.97	7.78	28.00	8.28	29.89	14.31	36.71	112.81	15.00	12.62	72.87	11.85	34.79	12.63	13.65	37.33	24.11	11.63	44.89	26.73	NA	26.25	48.73	18.72	23.78	53.81	36.97	12.91	5.66	7.03	27.20	11.83	9.07	32.80	11.69	33.0	13.62	9.03	15.91	10.21	16.44	23.17	19.07	5.49	10.65	7.59	10.53	12.19	20.81	10.00	39.79	7.52	11.79	6.75	9.86	7.36	2.94	15.72	4.00	31.55	9.61	19.52	10.02	8.72	23.83	6.51	141.26	396.72	39.01	19.44	27.55	13.30	32.60	22.86	56.54	44.61	15.57	18.50	10.71	68.32	48.96	25.68	23.69	18.71	337.97	31.81	169.01	160.06	197.93	51.51	174.26	NA	42.62	6.47	10.56	8.35	147.18	11.45	14.78	24.22	19.42	95.74	5.50	3.55	16.64	67.24	23.60	16.48	171.34	15.01	10.71	9.18	8.73	14.32	13.46	9.18	49.59	29.66	17.02	7.09	38.68	13.94	12.54	78.22	55.19	19.80	238.81	15.09	13.87	73.42	27.36	6.56	2.45	8.85	8.99	10.50	11.03	9.60	64.69	15.28	15.75	38.75	68.58	93.53	6.67	53.78	90.43	65.72	18.47	10.30	16.82	33.63	41.30	216.39	45.14	7.95	10.62	16.05	50.10	8.25	24.50	45.15	10.44	95.49	11.90	14.96	25.59	10.86	18.91	30.67	24.95	17.23	21.75	19.83	11.51	6.83	59.90	22.34	24.70	13.40	35.03	8.57	24.28	9.98	103.69	8.78	34.72	6.92	6.18	11.25	24.28	23.71	45.64	75.87	9.76	202.81	45.75	89.06	12.56	41.85	31.05	10.30	17.49	20.25	35.63	15.94	35.40	19.85	9.74	12.51	35.99	207.74	1.34	22.61	18.25	18.61	28.70	15.84	12.69	15.10	16.66	31.30	9.40	37.53	20.45	7.51	35.21	23.19	14.80	86.21	32.91	81.3	13.55	15.49	6.39	11.34	10.99	14.18	8.99	15.80	5.89	6.76	18.30	19.41	17.72	5.74	12.65	14.26	16.71	21.97	8.74	8.20	19.10	24.50	38.11	8.90	33.35	14.56	9.30	51.80	32.31	6.87	10.61	18.50	23.35	12.34	40.71	10.39	9.09	7.03	26.06	12.14	7.67	15.75	24.41	12.05	13.27	NA	18.20	35.16	19.79	27.15	23.53	12.07	15.24	22.44	8.18	14.24	152.68	24.94	36.67	203.02	127.57	75.93	28.87	45.85	14.93	26.23	7.96	14.22	11.69	26.36	17.45	7.34	8.14	7.99	10.15	7.97	12.71	23.79	12.98	12.15	10.25	13.57	13.92	47.15	44.38	7.23	15.11	11.18	21.12	10.13	7.44	7.16	7.97	16.27	15.23	NA	24.52	14.42	21.67	18.46	9.83	17.71	35.42	10.87	207.25	13.33	77.26	19.78	84.73	45.81	NA	10.01	36.59	46.22	35.17	30.92	3938.63	40.86	7.30	18.08	26.17	21.30	22.08	23.01	16.54	29.97	11.28	46.33	65.30	7.00	11.54	39.25	12.35	14.51	16.14	34.30	11.70	34.23	14.51	97.53	29.39	37.54	12.08	9.11	30.92	16.10	35.48	2.16	68.24	97.04	16.27	10.01	15.30	9.15	10.33	4.45	7.31	24.54	15.95	14.96	15.60	10.32	22.27	32.74	18.32	20.67	20.22	123.57	22.80	22.75	24.20	66.74	20.76	11.40	21.07	33.45	11.55	12.11	28.41	7.85	15.25	9.63	13.84	31.10	59.73	40.47	79.12	18.79	2.72	110.67	74.09	49.99	16.74	10.94	22.46	76.33	90.69	71.50	11.62	12.50	44.64	26.25	34.83	21.21	24.58	NA	119.93	90.33	17.25	17.67	33.97	12.87	11.01	56.02	15.40	12.50	55.77	33.31	14.70	12.99	52.00	24.25	30.80	89.38	12.04	32.09	49.56	30.31	160.91	19.38	55.15	74.52	10.35	7.28	14.50	13.89	13.78	36.15	9.77	14.39	42.00	24.99	71.43	NA	NA	40.94	31.86	30.65	68.99	34.36	145.44	31.87	21.50	47.34	NA	NA	41.66	80.01	11.69	17.40	78.98	133.05	20.74	28.83	91.96	NA	38.97	126.48	95.42	57.82	65.39	NA	NA	NA	14.22	28.95	23.75	51.07	39.03	90.34	27.92	115.39	NA	NA	NA	66.46	22.62	79.20	38.96	28.28	36.05	27.98	13.10	14.65	62.11	69.82	23.57	50.63	32.73	21.71	59.10	14.85	NA	52.80	25.14	79.31	NA	68.7	47.25	48.30	69.52	24.36	29.37	30.08	35.72	35.67	9.54	77.05	276.55	51.63	32.92	73.52	22.94	72.33	76.33	16.81	28.90	6.46	7.84	9.63	9.13	30.94	13.65	9.29	14.31	54.30	25.71	14.33	13.67	30.26	50.67	NA	12.22	12.00	20.37	8.21	30.06	25.21	21.20	38.10	7.31	12.22	12.36	36.70	12.69	8.65	20.40	33.62	10.20	5.86	10.15	17.37	17.47	13.22	15.50	57.88	10.74	11.50	49.21	15.69	23.93	30.31	26.64	11.58	52.82	26.67	30.55	26.42	44.31	27.18	85.72	20.35	33.99	49.97	11.90	25.80	51.99	3.80	6.73	119.78	18.23	78.42	14.40	9.15	21.35	75.90	98.68	70.44	24.35	55.36	21.38	27.48	77.82	NA	1.96	15.65	430.52	43.89	398.72	478.12	NA	8.14	43.16	10.48	28.52	94.90	361.53	86.15	111.77	17.87	142.17	99.94	42.76	66.26	NA	NA	NA	NA	NA	NA	NA	NA	NA	79.28	NA	NA	NA	NA	NA	NA	NA	NA	20.72	88.63	19.96	NA	10.09	31.89	23.96	113.72	23.65	60.67	10.40	25.66	15.99	11.01	22.46	154.05	20.41	26.18	19.46	8.08	45.00	27.72	14.30	23.51	18.26	21.52	29.04	111.00	NA	19.24	31.56	29.55	143.60	60.48	33.95	46.28	17.01	179.10	56.08	15.78	297.68	100.36	29.72	47.26	NA	NA	NA	NA	40.40	NA	NA	20.10	14.1	51.49	57.30	9.71	37.34	21.32	17.29	12.94	22.52	120.88	28.72	7.79	140.61	80.73	29.47	10.35	180.27	36.86	35.83	38.20	30.48	8.35	11.40	45.33	29.23	43.20	14.71	9.05	36.14	89.89	49.23	25.29	71.32	74.24	44.06	20.28	42.89	9.24	16.10	9.25
2017-01-06	29.73	24.95	8.21	21.41	8.57	10.11	15.39	17.45	21.10	24.43	16.85	43.74	48.53	7.38	14.23	15.09	9.78	46.32	69.83	17.32	26.97	76.31	33.17	28.77	20.69	17.97	114.78	131.97	81.65	65.12	14.52	20.62	31.42	16.63	10.95	16.75	19.41	10.60	10.05	23.12	13.49	58.41	24.80	30.76	12.45	19.89	86.94	17.75	86.39	37.14	45.04	NA	23.11	8.55	21.65	5.65	5.70	22.46	5.15	16.89	36.75	6.73	16.40	27.24	4.18	34.20	15.30	4.40	15.40	12.07	9.12	14.09	4.58	7.87	8.46	17.85	8.20	4.10	34.15	18.51	7.95	7.97	8.94	8.80	9.53	8.44	15.66	16.58	20.70	11.60	13.55	10.50	9.85	18.44	6.39	20.55	27.80	10.18	25.97	296.76	111.52	38.08	26.02	14.65	40.98	5.90	18.66	8.90	14.58	18.10	9.98	16.95	71.73	32.07	10.37	108.46	13.23	85.85	9.37	29.08	27.13	14.95	28.34	43.25	45.58	123.89	143.56	8.55	25.31	11.83	51.05	142.25	59.73	32.48	69.00	52.99	NA	99.67	238.66	53.83	38.67	20.62	17.60	10.75	7.86	5.45	7.13	8.33	22.47	9.79	5.10	7.02	7.83	24.96	17.04	57.42	170.01	25.19	13.94	23.24	19.22	13.68	14.16	7.78	28.00	8.28	29.85	14.13	36.80	111.41	15.05	12.71	72.87	12.03	34.70	12.63	13.55	37.33	24.11	11.67	44.79	26.82	NA	26.29	48.91	18.76	23.63	54.39	37.11	12.77	5.63	7.04	27.29	11.83	9.14	32.80	11.59	32.7	14.13	9.15	17.48	10.68	18.04	23.03	18.80	5.51	10.70	7.58	10.53	12.15	20.91	9.99	40.10	7.69	11.83	6.75	9.81	7.38	2.90	15.77	3.90	31.12	9.56	19.70	9.98	8.65	23.57	6.46	142.19	397.21	39.01	20.09	27.69	13.25	32.31	22.82	57.37	45.21	15.52	18.46	10.61	67.96	49.47	25.77	23.69	18.67	338.43	31.69	169.01	159.60	198.71	51.25	174.26	NA	42.66	6.54	10.74	8.43	149.50	11.50	15.01	24.71	19.36	95.51	5.42	3.56	16.59	68.25	23.37	16.34	171.80	16.19	10.76	9.74	8.80	14.27	13.84	9.09	50.42	29.85	17.02	7.04	38.45	14.07	12.64	77.94	54.92	19.76	239.70	14.85	13.69	75.77	27.03	6.54	2.52	8.86	9.01	10.60	11.12	9.65	64.81	15.28	15.89	38.23	68.31	93.07	6.64	54.14	87.58	65.01	18.47	10.25	16.92	33.44	41.04	219.81	45.66	7.86	10.53	16.60	50.40	8.33	24.35	45.48	10.70	94.12	11.80	15.01	25.54	10.86	18.68	30.97	24.81	17.28	21.75	19.73	11.42	6.88	61.01	22.96	24.75	13.45	35.07	8.68	24.17	10.20	102.83	9.65	34.63	7.11	6.15	11.35	24.28	23.89	45.64	75.25	9.85	204.67	46.22	88.94	12.56	42.64	30.92	10.35	17.63	20.35	35.77	15.76	35.40	19.66	9.88	12.64	36.27	209.14	1.32	22.87	18.31	18.61	28.70	15.84	12.74	15.24	17.60	31.30	9.45	37.70	20.68	7.69	35.56	23.23	14.89	86.21	32.86	81.2	13.35	15.49	6.38	11.44	10.95	13.97	9.07	15.80	5.85	6.75	18.30	19.36	17.67	5.74	12.74	14.37	16.75	21.93	8.79	8.24	19.10	24.05	38.36	8.90	33.22	14.47	9.34	51.80	32.09	6.86	10.94	18.68	23.73	12.44	40.67	10.49	9.09	7.15	26.35	12.19	7.71	15.75	24.36	12.10	13.18	NA	18.39	35.21	19.79	27.20	23.53	12.12	15.38	22.49	8.18	14.24	152.23	24.94	36.67	206.61	129.43	75.47	28.73	46.50	14.97	25.87	7.95	14.07	11.74	25.91	17.45	7.33	8.15	7.98	10.20	7.97	12.66	23.70	13.07	12.02	10.16	13.53	13.97	47.33	44.70	7.20	15.15	11.18	21.16	10.17	7.44	7.17	8.00	16.27	15.23	NA	24.42	14.42	21.72	18.42	9.87	17.76	35.07	10.87	203.66	13.29	76.41	19.88	87.53	45.63	NA	10.06	36.63	46.27	34.78	30.83	4031.02	40.95	7.30	17.84	26.12	21.43	22.18	23.01	16.45	31.42	11.28	46.13	65.21	7.00	11.54	39.38	12.44	14.55	16.36	33.95	11.38	35.35	14.51	98.42	29.53	37.54	12.13	10.01	30.16	16.05	35.75	2.15	67.61	95.69	16.13	9.96	15.21	9.13	10.33	4.43	7.28	24.65	16.04	14.92	15.85	10.23	22.32	34.19	18.23	20.72	20.13	124.89	22.05	22.80	23.92	66.27	21.05	11.50	21.63	33.77	11.60	12.48	30.85	7.72	15.25	9.60	13.65	30.74	64.22	40.00	78.84	18.70	2.61	108.18	74.18	49.71	16.74	10.76	22.32	76.80	88.58	70.21	11.99	12.55	44.72	26.60	35.11	21.74	25.17	NA	119.38	91.74	17.40	17.72	33.59	13.05	11.01	55.54	15.40	12.10	55.77	32.84	14.60	12.83	51.55	24.15	30.71	89.92	12.14	31.85	48.61	30.21	163.71	19.38	55.43	74.52	10.35	7.25	14.35	13.79	13.72	36.20	9.77	14.58	41.81	24.99	73.74	NA	NA	40.98	31.86	30.60	69.35	34.41	143.60	32.11	21.45	47.16	NA	NA	42.13	79.45	11.69	17.55	78.98	132.12	20.84	28.52	91.51	NA	39.47	125.09	99.68	57.73	65.57	NA	NA	NA	14.17	29.33	24.25	51.25	38.85	90.89	27.83	114.45	NA	NA	NA	66.46	22.26	79.97	39.51	28.11	36.37	27.93	13.10	14.60	63.21	69.82	23.26	53.25	33.15	21.57	59.47	14.80	NA	52.09	24.75	83.29	NA	67.5	47.78	48.94	68.38	24.36	29.37	33.07	35.95	35.76	10.08	77.77	282.10	51.72	32.74	73.52	22.66	72.33	76.69	16.76	28.90	6.49	7.84	9.68	9.14	30.90	13.60	9.38	14.40	54.30	25.49	14.38	13.72	30.13	50.67	NA	12.22	12.00	20.79	8.21	30.10	25.16	21.39	38.15	7.31	12.36	12.65	36.70	12.54	8.69	20.44	33.53	10.05	5.83	10.15	17.27	17.52	13.00	15.40	57.41	10.65	10.75	50.16	15.69	24.06	30.35	26.73	11.58	52.62	26.90	30.50	26.50	44.49	27.45	85.98	20.59	34.30	51.16	11.95	25.84	52.08	3.99	6.75	122.93	18.27	78.42	14.15	9.06	21.35	76.70	98.68	70.00	24.17	55.27	21.38	28.05	78.08	NA	1.96	15.70	430.52	42.73	395.42	480.08	NA	8.07	42.89	10.43	28.56	95.84	357.35	86.05	112.22	17.87	141.70	98.14	42.85	66.08	NA	NA	NA	NA	NA	NA	NA	NA	NA	78.91	NA	NA	NA	NA	NA	NA	NA	NA	20.53	89.16	19.96	NA	10.02	32.71	23.96	113.29	23.54	59.98	10.32	25.66	16.43	11.10	22.50	159.77	20.37	27.22	18.87	8.09	45.26	27.67	14.83	24.41	18.39	21.67	29.04	113.36	NA	19.00	31.39	29.81	143.60	60.20	33.72	46.08	17.01	179.10	55.68	15.78	281.79	100.36	29.62	47.71	NA	NA	NA	NA	40.22	NA	NA	20.14	14.3	51.21	57.57	9.85	37.47	21.36	17.20	12.99	22.61	120.88	29.11	7.81	154.05	80.45	29.47	10.40	184.04	37.08	35.74	38.34	30.18	8.35	11.35	45.16	28.91	43.55	14.54	9.05	36.09	90.26	49.60	25.21	70.86	75.60	43.89	20.09	43.12	9.24	16.30	9.19
2017-01-09	29.43	24.76	8.31	21.41	8.59	10.11	15.29	17.55	21.06	24.09	16.80	43.37	48.62	7.35	14.28	14.94	9.83	46.37	69.01	17.32	27.18	76.31	33.35	28.91	20.76	18.02	114.78	129.27	81.38	65.48	14.25	19.69	31.37	16.37	10.65	16.58	19.08	10.27	10.05	23.03	13.99	57.21	24.80	30.76	12.50	19.89	86.49	17.41	85.29	37.46	44.40	NA	22.83	8.53	21.61	5.65	5.66	22.50	5.16	16.89	36.52	6.69	16.30	27.06	4.18	34.15	15.30	4.40	15.11	12.11	9.03	14.05	4.58	7.81	8.42	17.50	8.23	4.05	34.08	18.33	7.97	7.88	9.00	8.80	9.48	8.46	15.43	16.27	20.42	11.65	13.40	10.65	9.88	18.44	6.53	20.37	27.66	10.23	25.51	287.48	109.70	37.61	26.02	14.70	40.80	5.98	18.57	8.77	14.68	17.97	9.98	16.86	72.69	31.67	10.37	109.41	13.32	86.31	9.28	29.08	26.94	15.00	27.89	42.51	45.03	121.55	143.56	8.56	25.13	12.46	50.87	140.94	58.18	32.20	69.00	53.47	NA	98.26	237.24	52.36	38.30	19.96	17.45	10.75	7.80	5.38	7.11	8.30	22.51	9.70	5.14	7.02	7.76	25.30	17.04	56.96	161.56	25.14	13.98	23.28	18.98	13.59	14.16	7.83	28.08	8.20	29.58	14.08	36.58	110.95	14.69	12.62	72.78	12.08	34.75	12.72	13.55	37.51	23.97	11.63	44.65	26.73	NA	25.81	48.64	18.85	23.63	53.71	36.88	12.67	5.60	7.02	27.62	11.79	9.07	32.71	11.44	32.6	13.57	8.95	18.42	10.40	18.08	22.89	18.71	5.49	10.85	7.45	10.62	12.10	21.00	9.90	40.10	7.76	11.83	6.70	9.86	7.32	2.90	15.72	4.00	30.59	9.43	19.47	9.93	8.70	23.31	6.46	142.65	391.88	38.62	20.79	27.64	13.45	32.69	22.70	57.92	45.12	15.38	18.75	10.71	68.94	48.79	25.68	23.69	18.62	337.04	31.46	167.74	159.60	195.62	51.25	182.26	NA	42.79	6.44	10.74	8.27	149.50	11.50	15.06	25.01	19.20	95.17	5.54	3.51	16.50	68.81	23.42	16.19	171.80	15.91	10.32	9.89	8.81	14.17	13.55	9.00	49.13	29.75	17.66	6.99	39.61	14.07	12.50	78.50	55.37	20.64	238.81	14.89	13.51	75.49	26.98	6.88	2.45	8.78	9.11	10.40	11.17	9.70	64.81	15.10	15.94	37.57	66.96	93.07	6.68	55.21	87.22	64.75	18.20	11.25	16.67	33.40	41.34	220.24	45.92	7.90	10.48	16.55	50.10	8.62	22.95	45.39	10.95	93.21	11.70	15.09	26.70	10.71	18.86	31.48	25.35	17.10	21.60	19.68	11.28	6.98	61.20	22.96	24.53	13.55	34.94	8.62	23.84	9.85	101.53	9.89	35.17	7.09	6.10	11.30	23.84	23.54	45.99	75.60	9.76	201.88	45.85	88.69	11.49	42.88	30.84	10.30	15.94	20.30	35.68	15.84	35.40	19.20	9.84	12.73	36.18	210.08	1.33	22.96	18.25	18.61	28.65	15.84	12.78	15.15	17.11	31.82	9.13	35.90	20.86	7.99	35.21	23.32	14.75	86.21	32.81	79.2	13.15	15.45	6.62	11.39	10.85	13.97	8.94	15.85	5.80	6.75	18.39	19.54	17.67	6.00	12.65	14.45	17.01	21.97	8.76	8.17	18.95	23.85	38.32	8.94	33.22	14.43	9.37	52.23	32.18	6.84	11.03	18.45	23.58	12.44	40.62	10.43	9.12	7.09	26.01	12.14	7.60	15.85	24.23	12.01	13.18	NA	18.24	34.76	19.88	27.24	23.39	12.03	15.24	22.30	8.15	14.19	152.68	24.89	36.45	204.22	126.17	77.04	28.91	46.87	14.93	25.64	7.97	14.22	11.74	26.11	17.49	7.30	8.15	8.01	10.10	7.96	12.71	23.70	13.02	11.88	10.16	13.45	14.01	47.42	44.93	7.18	14.98	11.13	20.85	10.09	7.33	7.15	7.97	16.27	15.19	NA	24.42	14.42	21.63	18.38	9.92	17.90	32.42	10.63	204.11	13.24	80.10	19.98	86.73	44.24	NA	9.97	36.54	46.27	36.18	30.10	3899.73	40.95	7.18	17.65	25.91	21.17	21.54	23.19	16.32	30.75	11.23	46.23	64.85	7.00	11.29	39.25	12.49	14.51	16.28	33.77	11.51	34.45	14.47	95.74	29.77	37.23	11.94	10.06	30.27	16.10	35.44	2.11	65.81	95.24	15.90	10.01	15.30	8.90	10.33	4.23	7.26	24.48	16.23	14.79	15.30	9.94	22.22	35.10	17.90	20.55	20.03	124.45	21.25	23.15	26.31	65.62	20.68	11.60	21.54	34.00	11.60	12.30	30.63	7.54	15.00	9.55	13.55	30.52	64.75	38.81	78.18	18.20	2.48	104.71	73.40	48.53	16.78	10.71	22.12	75.85	86.82	71.15	11.90	12.35	45.07	26.00	35.06	21.16	25.04	NA	115.34	91.83	17.25	17.67	33.73	13.05	10.96	54.98	15.15	11.80	55.58	32.47	14.20	12.51	51.01	23.82	30.62	88.75	12.04	31.85	47.15	29.72	159.98	19.33	55.72	73.09	10.25	7.03	14.50	13.54	13.40	36.01	9.59	14.39	41.77	24.91	71.33	NA	NA	40.67	31.43	30.15	68.08	33.89	138.08	31.77	21.40	46.59	NA	NA	41.94	78.42	11.74	18.20	79.35	130.26	20.74	28.61	92.42	NA	40.02	123.71	100.11	59.51	65.48	NA	NA	NA	14.22	29.54	23.50	50.55	38.53	90.80	27.11	116.32	NA	NA	NA	66.37	22.30	81.23	40.05	28.88	35.91	27.98	13.10	14.35	61.19	69.73	23.39	51.56	32.56	20.20	59.10	14.25	NA	51.47	24.75	80.19	NA	67.7	47.69	48.48	67.62	24.71	29.32	32.25	35.31	36.03	10.00	78.13	273.32	51.81	32.23	71.23	22.94	71.70	77.13	16.20	30.02	6.57	7.84	9.68	9.14	30.94	13.60	9.34	14.45	54.30	25.45	14.28	13.67	29.91	50.67	NA	12.22	12.00	20.93	8.20	30.10	24.72	21.43	38.06	7.51	12.27	12.50	36.97	12.54	8.69	20.40	32.75	10.39	6.00	10.05	17.08	17.52	12.72	13.90	56.93	10.60	10.75	48.95	15.61	24.02	30.35	26.51	11.58	52.42	26.62	30.08	26.33	44.45	27.18	86.43	20.35	33.62	51.08	11.90	25.92	52.17	3.60	6.71	131.48	18.00	79.33	14.05	9.03	21.35	77.40	96.43	69.91	23.99	55.18	21.02	28.33	78.60	NA	1.92	15.46	424.04	42.64	402.96	468.77	NA	8.10	41.96	10.09	28.83	91.22	351.51	86.05	111.77	17.82	140.29	98.14	42.68	65.54	NA	NA	NA	NA	NA	NA	NA	NA	NA	79.00	NA	NA	NA	NA	NA	NA	NA	NA	19.84	82.03	19.86	NA	10.16	33.16	23.72	111.55	23.43	59.54	10.28	25.66	16.43	11.15	22.75	161.97	19.89	26.85	18.42	8.11	44.91	27.18	14.45	24.46	18.22	21.81	29.04	116.20	NA	18.80	31.06	29.51	141.84	62.23	33.16	46.08	17.01	177.70	55.61	15.78	269.64	99.50	29.62	47.35	NA	NA	NA	NA	40.22	NA	NA	20.05	14.4	51.03	57.48	9.86	35.97	21.45	16.91	12.94	22.61	120.88	27.94	7.83	160.29	80.54	29.47	10.45	185.45	36.72	35.78	38.34	30.09	8.35	11.10	44.99	28.91	43.02	14.71	9.09	36.09	88.30	49.05	25.25	70.95	75.96	44.06	20.19	43.59	9.20	16.25	9.16
2017-01-10	29.47	24.67	8.28	21.37	8.59	10.16	15.29	17.40	20.92	23.96	16.75	42.78	48.17	7.34	14.23	15.13	9.78	46.32	68.56	17.56	27.01	76.04	33.44	28.77	20.62	17.97	114.78	135.12	80.74	64.86	14.43	19.69	31.42	16.94	10.55	16.75	19.13	10.51	10.10	23.08	14.05	55.28	24.75	30.76	12.50	19.84	85.07	17.85	84.92	36.73	44.16	NA	23.01	8.50	21.61	5.64	5.67	22.55	5.16	15.79	36.52	6.69	16.20	27.06	4.17	34.11	15.39	4.52	15.11	11.92	9.08	14.01	4.65	7.84	8.39	17.46	8.19	4.06	34.08	18.59	7.96	7.88	8.88	8.80	9.53	8.31	15.48	16.39	20.54	11.70	13.35	10.60	9.82	18.49	6.57	20.28	27.52	10.32	25.31	306.03	111.52	37.61	25.97	14.65	40.75	5.91	18.66	8.81	14.39	17.12	9.98	16.77	72.61	31.45	10.46	107.52	13.32	85.85	9.23	30.63	27.22	15.00	28.12	42.51	44.98	118.28	142.68	8.44	25.22	12.37	51.95	141.82	58.55	31.63	68.78	53.28	NA	98.26	237.72	50.61	37.89	19.91	17.50	10.75	7.78	5.36	6.99	8.29	22.56	9.52	5.12	7.05	7.93	25.11	16.99	57.42	165.32	24.69	13.98	23.00	19.03	13.59	14.16	7.81	27.92	8.18	29.58	14.04	36.53	111.88	14.78	12.53	72.87	12.26	34.61	12.68	13.55	36.65	23.82	11.58	44.60	26.59	NA	26.63	49.18	18.76	24.13	53.62	37.02	12.43	5.60	7.01	27.54	11.74	9.04	32.84	11.35	32.6	13.76	9.00	18.69	10.21	19.33	22.89	18.53	5.40	10.95	7.36	10.53	12.15	21.10	10.10	40.28	7.76	11.88	6.71	9.90	7.27	2.82	15.68	3.98	30.68	9.52	19.43	9.93	8.69	23.53	6.37	142.19	387.05	39.30	21.01	27.36	13.40	32.93	22.89	57.09	44.93	15.38	18.63	10.71	68.85	48.79	25.68	23.91	18.62	338.89	31.93	167.31	157.32	195.23	52.04	179.44	NA	42.40	6.40	10.79	8.17	148.57	11.40	14.83	25.11	19.31	95.74	5.46	3.51	16.55	69.37	23.84	16.04	171.80	16.05	10.37	10.51	8.93	14.02	13.60	8.96	50.97	29.71	17.66	6.92	39.80	14.12	12.50	78.40	55.46	20.68	240.14	14.70	13.46	77.56	26.89	6.82	2.54	8.75	9.02	10.30	11.08	10.65	64.93	14.79	15.70	37.61	68.84	93.53	6.68	55.12	88.59	64.84	18.20	11.05	16.62	33.54	41.86	219.81	45.48	8.13	10.39	16.55	50.30	8.45	23.35	44.55	10.91	93.21	11.50	15.09	26.80	10.42	19.28	31.36	24.41	17.54	21.60	19.53	11.28	7.54	62.86	22.96	24.58	13.40	34.86	8.63	23.78	9.93	104.12	9.53	35.30	7.43	6.02	10.96	23.98	23.63	45.64	75.78	9.81	199.55	46.13	87.81	11.49	42.27	30.79	10.85	16.12	20.30	35.41	15.88	35.35	19.20	9.84	12.99	35.95	209.14	1.31	22.96	18.41	18.66	28.65	15.70	12.88	15.06	17.51	31.58	9.19	36.11	20.50	8.08	35.15	23.32	14.89	86.21	32.62	78.6	13.00	15.45	6.64	11.29	10.80	13.89	8.94	15.85	5.78	6.81	18.39	19.59	17.58	6.04	12.60	14.41	16.97	22.14	8.62	8.11	19.37	23.85	38.20	8.93	33.06	14.43	9.35	52.06	32.14	6.81	11.03	18.45	23.58	12.49	40.71	10.49	9.17	7.05	25.48	12.19	7.63	16.09	25.02	12.05	13.22	NA	18.29	34.98	19.61	27.11	23.63	12.03	15.38	22.34	8.12	14.24	152.68	24.99	36.27	206.21	126.64	76.12	28.91	46.78	14.97	25.91	7.97	14.12	11.78	26.16	17.49	7.34	8.17	7.99	10.15	7.95	12.52	23.61	13.02	11.97	10.16	13.34	14.01	47.70	45.11	7.17	14.94	11.18	21.07	10.00	7.33	7.15	7.93	16.27	15.23	NA	24.37	14.42	21.50	18.13	10.06	17.85	29.42	10.82	205.00	13.24	82.09	19.69	86.73	42.40	NA	9.83	36.40	46.22	36.89	29.78	4021.29	41.22	7.16	17.23	25.31	20.95	22.28	22.83	16.23	30.70	11.23	46.53	65.12	6.99	11.24	39.19	12.49	14.55	16.23	33.68	11.56	34.54	14.47	98.42	29.58	37.36	11.80	10.06	31.23	15.90	35.53	2.15	66.98	95.24	16.00	9.96	15.21	9.10	10.19	4.47	7.23	24.31	16.13	14.71	15.35	9.90	21.92	35.58	17.99	20.59	19.80	124.45	21.35	22.70	25.85	66.27	20.52	11.50	21.41	33.73	11.50	12.25	31.07	7.60	15.05	9.72	13.41	29.58	68.97	38.64	78.65	18.47	2.47	106.20	73.75	48.53	16.64	10.80	22.17	75.76	89.29	70.98	11.85	12.30	44.29	25.50	34.92	21.06	24.96	NA	118.28	89.87	17.15	17.57	34.17	13.09	11.20	54.50	15.10	11.80	55.48	31.36	14.40	12.33	53.26	23.82	30.80	86.33	11.79	31.66	47.29	30.11	160.91	19.15	54.96	73.50	10.30	7.07	14.30	13.35	12.62	35.91	9.59	14.24	41.68	25.62	72.20	NA	NA	40.45	31.24	30.20	66.81	33.37	139.92	31.77	21.36	46.87	NA	NA	41.71	79.82	11.84	18.29	81.23	129.80	20.84	29.09	94.24	NA	39.70	123.71	99.25	60.17	65.39	NA	NA	NA	14.26	29.41	23.20	49.94	38.90	90.62	27.01	121.46	NA	NA	NA	66.28	22.58	81.72	39.69	28.41	35.73	27.89	12.95	14.90	61.01	70.53	23.57	55.78	32.43	20.20	59.47	14.00	NA	51.73	24.41	80.37	NA	66.4	47.69	48.57	67.71	24.84	29.37	31.92	35.36	35.05	10.00	78.04	269.15	51.90	32.27	70.04	23.03	71.97	76.25	16.11	29.53	6.50	7.82	9.63	9.11	30.90	13.55	9.34	14.31	55.15	25.36	14.28	13.61	29.83	50.40	NA	12.26	12.52	20.83	8.10	29.98	25.07	21.59	37.93	7.38	12.27	12.50	37.14	12.49	8.61	20.40	33.85	11.40	5.95	9.90	17.13	17.32	12.68	14.00	58.35	10.51	10.95	49.12	15.69	23.83	30.45	26.47	11.21	51.82	26.34	30.02	26.54	44.14	27.13	86.52	19.95	33.99	50.57	11.72	25.92	52.08	3.75	6.66	135.09	17.91	78.05	14.10	9.06	21.31	77.84	98.68	69.91	23.85	54.48	20.93	27.91	78.60	NA	1.88	15.27	418.48	42.19	409.55	467.30	NA	8.08	42.01	10.09	28.65	91.69	355.68	85.49	111.77	17.96	140.76	97.69	42.60	66.81	NA	NA	32.26	NA	NA	NA	NA	NA	NA	79.00	NA	NA	NA	NA	NA	NA	NA	NA	19.89	84.26	19.91	NA	10.07	32.84	23.72	111.99	23.32	59.63	10.26	25.70	16.72	11.10	22.24	158.45	20.02	26.44	18.47	8.11	44.30	27.31	14.07	24.03	18.52	21.77	29.00	115.72	NA	18.46	30.97	29.73	142.72	61.67	32.42	46.08	17.15	178.17	55.88	15.51	275.25	99.50	28.99	47.35	NA	NA	NA	NA	40.04	NA	NA	20.05	14.2	51.03	57.66	9.82	36.24	21.50	16.91	12.94	22.52	121.35	27.68	7.85	156.93	80.73	29.47	10.49	184.51	36.72	35.60	38.20	30.35	8.35	11.30	45.07	29.00	43.95	14.27	9.08	35.87	88.21	49.51	25.25	71.95	75.69	43.89	19.99	43.70	9.20	16.25	9.12

##Show stock with NA value

id_na <- as.data.frame(apply(is.na(etf3),2,sum)) 
colnames(id_na)="sum_na"
id_na <- filter(id_na,sum_na>0)
glimpse(id_na)

## Rows: 51
## Columns: 1
## $ sum_na <int> 488, 311, 261, 77, 180, 277, 78, 253, 374, 321, 428, 101, 227, …

Replace NA values with the closest available stock prices

etf5 <- na.locf(etf3)
apply(is.na(etf5),2,sum)

## date 1101 1102 1103 1104 1108 1109 1110 1201 1203 1210 1213 1215 1216 1217 1218 
##    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
## 1219 1220 1225 1227 1229 1231 1232 1233 1234 1235 1236 1256 1262 1301 1303 1304 
##    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
## 1305 1307 1308 1309 1310 1312 1313 1314 1315 1316 1319 1321 1323 1324 1325 1326 
##    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
## 1337 1338 1339 1340 1341 1402 1409 1410 1413 1414 1416 1417 1418 1419 1423 1432 
##    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
## 1434 1435 1436 1437 1438 1439 1440 1441 1442 1443 1444 1445 1446 1447 1449 1451 
##    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
## 1452 1453 1454 1455 1456 1457 1459 1460 1463 1464 1465 1466 1467 1468 1470 1471 
##    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
## 1472 1473 1474 1475 1476 1477 1503 1504 1506 1507 1512 1513 1514 1515 1516 1517 
##    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
## 1519 1521 1522 1524 1525 1526 1527 1528 1529 1530 1531 1532 1533 1535 1536 1537 
##    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
## 1538 1539 1540 1541 1558 1560 1568 1582 1583 1587 1589 1590 1592 1598 1603 1604 
##    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
## 1605 1608 1609 1611 1612 1614 1615 1616 1617 1618 1626 1701 1702 1707 1708 1709 
##    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
## 1710 1711 1712 1713 1714 1717 1718 1720 1721 1722 1723 1724 1725 1726 1727 1730 
##    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
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##    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
## 1806 1808 1809 1810 1817 1902 1903 1904 1905 1906 1907 1909 2002 2006 2007 2008 
##    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
## 2009 2010 2012 2013 2014 2015 2017 2020 2022 2023 2024 2025 2027 2028 2029 2030 
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## 2031 2032 2033 2034 2038 2049 2059 2062 2069 2101 2102 2103 2104 2105 2106 2107 
##    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
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##    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
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## 2425 2426 2427 2428 2429 2430 2431 2433 2434 2436 2438 2439 2440 2441 2442 2443 
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## 2823 2832 2834 2836 2838 2841 2845 2849 2850 2851 2852 2855 2867 2880 2881 2882 
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## 9958 
##    0

##Delete the stock which contains prices of NA

## date 1101 1102 1103 1104 1108 1109 1110 1201 1203 1210 1213 1215 1216 1217 1218 
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##    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
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##    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
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## 1810 1817 1902 1903 1904 1905 1906 1907 1909 2002 2006 2007 2008 2009 2010 2012 
##    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
## 2013 2014 2015 2017 2020 2022 2023 2024 2027 2028 2029 2030 2031 2032 2033 2034 
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##    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
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##    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
## 4739 4746 4755 4763 4904 4906 4912 4915 4916 4919 4927 4930 4934 4935 4938 4942 
##    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
## 4943 4952 4956 4958 4960 4968 4976 4977 4994 4999 5007 5203 5215 5225 5234 5243 
##    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
## 5258 5259 5264 5269 5284 5285 5288 5305 5388 5434 5469 5471 5484 5515 5519 5521 
##    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
## 5522 5525 5531 5533 5534 5538 5607 5608 5706 5871 5880 5906 5907 6005 6024 6108 
##    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
## 6112 6115 6116 6117 6120 6128 6133 6136 6139 6141 6142 6152 6153 6155 6164 6165 
##    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
## 6166 6168 6172 6176 6177 6183 6184 6189 6191 6192 6196 6197 6201 6202 6205 6206 
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##    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
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##    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
## 6451 6452 6456 6464 6477 6504 6505 6525 6531 6605 8011 8016 8021 8033 8039 8046 
##    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
## 8070 8072 8081 8101 8103 8105 8110 8112 8114 8131 8150 8163 8201 8210 8213 8215 
##    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
## 8222 8249 8261 8271 8341 8374 8404 8411 8422 8427 8429 8442 8443 8454 8462 8463 
##    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
## 8464 8466 8467 8473 8488 8926 8940 8996 9802 9902 9904 9905 9906 9907 9908 9910 
##    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
## 9911 9912 9914 9917 9918 9919 9921 9924 9925 9926 9927 9928 9929 9930 9931 9933 
##    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
## 9934 9935 9937 9938 9939 9940 9941 9942 9943 9944 9945 9946 9955 9958 
##    0    0    0    0    0    0    0    0    0    0    0    0    0    0

##Convert data into time series data and calculate the daily rate of return

library(xts)
etf7 <- xts(etf6[,-1],order.by= etf6$date)
etf7.daily <- Return.calculate(etf7, method= 'log')
daily <- etf7.daily[,1:5] %>% na.omit()
daily %>% head(5)  %>% data.frame() %>%
           kbl (caption="First 6 rows of dataset")%>%
           row_spec(row =0, bold= TRUE, color = "black") %>%
           kable_styling(bootstrap_options = "striped", full_width = F, position = "center")

First 6 rows of dataset

	X1101	X1102	X1103	X1104	X1108
2017-01-04	0.0030318	-0.0056270	-0.0048485	0.0000000	-0.0011675
2017-01-05	0.0000000	0.0056270	0.0012143	0.0018587	0.0058241
2017-01-06	0.0000000	0.0000000	-0.0036474	-0.0060536	-0.0046566
2017-01-09	-0.0101421	-0.0076444	0.0121067	0.0000000	0.0023310
2017-01-10	0.0013582	-0.0036415	-0.0036166	-0.0018700	0.0000000

Monthly rate of return

etf8 <- etf7 %>% to.monthly(indexAt = "lastof", OHLC= FALSE)
etf8 <- Return.calculate(etf8,method = 'log') 
etf.monthly <- etf8[,1:5] %>% na.omit() 
etf.monthly %>% head(5) %>% data.frame()%>%
  kbl(caption="First 6 rows of dataset")%>%
  row_spec(row =0, bold= TRUE, color = "black") %>%
  kable_styling(bootstrap_options = "striped", full_width = F, position = "center")

First 6 rows of dataset

	X1101	X1102	X1103	X1104	X1108
2017-02-28	0.0617079	0.1276587	0.1928652	0.0687448	0.1029100
2017-03-31	-0.0365660	0.0066168	-0.0529126	0.0133709	-0.0201812
2017-04-30	-0.0335524	-0.0263775	-0.0231447	-0.0229696	-0.0316103
2017-05-31	-0.0201338	-0.0678226	-0.0187105	0.0039379	-0.0100168
2017-06-30	0.0228328	-0.0645894	0.0235767	-0.0428255	-0.0078608

Find the 20 largest cap firms in the year end of 2017 and 2018.

#20 largest cap firms in the year end of 2017

etf9 <- etf %>% select(id,name,date,cap)
etf9$date <-as.Date(as.character(etf9$date),format='%Y%m%d')
end2017 <- etf9 %>% group_by(name) %>% mutate(year = format(as.Date(date),'%Y')) %>%
                    filter(year==2017)  %>% arrange(desc(date)) 
end2017 %>% filter(date == "2017-12-29") %>% arrange(desc(cap)) %>% head(20)

## # A tibble: 20 × 5
## # Groups:   name [20]
##       id name   date           cap year 
##    <dbl> <chr>  <date>       <dbl> <chr>
##  1  2330 台積電 2017-12-29 5951022 2017 
##  2  2317 鴻海   2017-12-29 1649695 2017 
##  3  6505 台塑化 2017-12-29 1100248 2017 
##  4  2412 中華電 2017-12-29  822289 2017 
##  5  2882 國泰金 2017-12-29  672131 2017 
##  6  1301 台塑   2017-12-29  628298 2017 
##  7  1303 南亞   2017-12-29  617810 2017 
##  8  1326 台化   2017-12-29  603702 2017 
##  9  3008 大立光 2017-12-29  539242 2017 
## 10  2881 富邦金 2017-12-29  518843 2017 
## 11  2454 聯發科 2017-12-29  464955 2017 
## 12  2891 中信金 2017-12-29  399688 2017 
## 13  2002 中鋼   2017-12-29  389437 2017 
## 14  1216 統一   2017-12-29  375012 2017 
## 15  2308 台達電 2017-12-29  372747 2017 
## 16  3045 台灣大 2017-12-29  367739 2017 
## 17  2886 兆豐金 2017-12-29  327075 2017 
## 18  2912 統一超 2017-12-29  295252 2017 
## 19  2474 可成   2017-12-29  252688 2017 
## 20  4904 遠傳   2017-12-29  239499 2017

#20 largest cap firms in the year end of 2018

end2018 <- etf9 %>% group_by(name) %>% mutate(year = format(as.Date(date),'%Y')) %>%
                    filter(year==2018)  %>% arrange(desc(date)) 
end2018 %>% filter(date == "2018-12-28") %>% arrange(desc(cap)) %>% head(20)

## # A tibble: 20 × 5
## # Groups:   name [20]
##       id name       date           cap year 
##    <dbl> <chr>      <date>       <dbl> <chr>
##  1  2330 台積電     2018-12-28 5847300 2018 
##  2  6505 台塑化     2018-12-28 1038329 2018 
##  3  2317 鴻海       2018-12-28  981499 2018 
##  4  2412 中華電     2018-12-28  876591 2018 
##  5  1301 台塑       2018-12-28  642939 2018 
##  6  1326 台化       2018-12-28  615424 2018 
##  7  1303 南亞       2018-12-28  598776 2018 
##  8  2882 國泰金     2018-12-28  590470 2018 
##  9  2881 富邦金     2018-12-28  481491 2018 
## 10  3008 大立光     2018-12-28  431260 2018 
## 11  1216 統一       2018-12-28  396604 2018 
## 12  2891 中信金     2018-12-28  393839 2018 
## 13  2002 中鋼       2018-12-28  381570 2018 
## 14  2454 聯發科     2018-12-28  365250 2018 
## 15  3045 台灣大     2018-12-28  364638 2018 
## 16  2886 兆豐金     2018-12-28  352915 2018 
## 17  2308 台達電     2018-12-28  336381 2018 
## 18  2912 統一超     2018-12-28  323322 2018 
## 19  3711 日月光投控 2018-12-28  251950 2018 
## 20  4904 遠傳       2018-12-28  248949 2018