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The Data Hall
Pakistan
Приєднався 13 чер 2019
Numbers are hard to interpret specially if they are not presented well.
Portfolio Sorting in R | Univariate portfolio sorting
There are different methods of portfolio sorting such as univariate portfolio soring, bivariate portfolio sorting, bivariate independent, and bivariate dependent portfolio sorting. In this video we only discuss how to perform univariate portfolio sorting in R. We construct the SMB and HML factor. There are three different methods that are discussed in this video i.e. dividing stocks on the basis of median, using xtile function and quantile function.
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Download sample and code:
payhip.com/b/Xqbyg
Website: thedatahall.com
As an Amazon Associate, I earn from qualifying purchases.
Переглядів: 117
Відео
Fama Macbeth Regression in R
Переглядів 2463 місяці тому
In this video we explain how to perform fama and macbeth regression in R. There are three steps involved in fama macbeth regression. Firstly, we perform Time Series Regression (N Time series Regression), then we Perform Cross-sectional Regression (T cross-sectional regression) and lastly we take the time series average of these coefficients. Download the code and sample data: payhip.com/b/uqxcH...
How to Perform Rolling Regression in R
Переглядів 1893 місяці тому
In this video we discuss how to estimate beta using rolling regression I..e to perform rolling regression in R. We have used two packages i.e. the broom package and the slider package. The broom package have a function called rollapply and the slider package have different functions but the one we used is slider_period. Download do and exercise file: payhip.com/b/xD4ck Website: thedatahall.com ...
Calculate Weekly, Monthly, Yearly Stock Beta in R
Переглядів 513 місяці тому
In this video we discuss how to calculate stock return, excess stock return, excess market return and estimate beta using CAPM model. We discuss how to calculate weekly, monthly or yearly stock beta in R. In next video we will discuss how to calculate rolling beta in R. Download sample data and code: payhip.com/b/YTWuQ Website: thedatahall.com As an Amazon Associate, I earn from qualifying purc...
Calculate Portfolio Return in R
Переглядів 563 місяці тому
In our previous video we discussed how to download stock prices data using qountmod package and then we calculated weekly, monthly, yearly stock return using xts, tidyverse and tidyquant package. In this video we are going to discuss how to calculate portfolio return using xts package, tidyverse package and tidyquant package. Download code and sample data payhip.com/b/3HeVD 00:00 Load the data ...
Calculate Daily, Weekly, Monthly Stock Return in R
Переглядів 1643 місяці тому
To perform an analysis on stock return, we first need to calculate it. In this video we are going to calculate daily, weekly, and monthly stock returns in R. We use quantmod package to download the stock prices and then calculate stock return using xts, tidyverse and tidyquant package. Download sample file and data payhip.com/b/43jDM 00:00 Download data from yahoo 4:12 Load stock prices from cs...
Download Cryptocurrency Data from Cryptocompare Using API
Переглядів 783 місяці тому
You can download cryptocurrency blockchain data or historical cryptocurrency data from cryptocompare.com using an API key. We can also download data from intotheblock.com, coinmarketcap.com, coinbase.com. Download the code: payhip.com/b/R48nO Website: thedatahall.com As an Amazon Associate, I earn from qualifying purchases.
Download Financial Data in R
Переглядів 553 місяці тому
To work with financial data we first need to download it. There is a package called quantmod that can be used to download financial data in R. Download the code: payhip.com/b/Ap7h4 Website: thedatahall.com As an Amazon Associate, I earn from qualifying purchases.
Systematic and Unsystematic risk (idiosyncratic risk) in Stata
Переглядів 1163 місяці тому
In this video, we discuss how to estimate systematic and unsystematic risk i.e. idiosyncratic risk in Stata. Facebook : thedatahall/ Download exercise files: payhip.com/b/dZGmA How to Estimate Beta Using DCAPM (Downside CAPM) in Stata ua-cam.com/video/GMblJumx2YU/v-deo.html Estimate Rolling Beta in Stata | Rolling Vs Asreg command ua-cam.com/video/YdpVfrrGyjs/v-deo.html How to esti...
Fama and French Five Factor Model in Stata
Переглядів 2744 місяці тому
In this video, we discuss how to perform fama and french five-factor model in Stata. We have demonstrated/designed the code using CRSP and Compustat database. However, you can modify the code for other markets. This do file contains comments that will help you understand each line of code. Download the code and dummy files: payhip.com/b/iEhUl Website: thedatahall.com As an Amazon Associate, I e...
Three Way Interaction in R | The Data Hall
Переглядів 1054 місяці тому
Three way interaction is when we have two moderating variables moderating the relationship between an independent and a dependent variable. In this video, we discuss what if some of the variables are categorical and if all the variables are continuous how would be perform the three-way interaction, estimate margins, and margins plot. Download exercise file: payhip.com/b/6oAeE Three way interact...
Fill Gaps in Time Series and Panel Data in R
Переглядів 824 місяці тому
When we work with time series or panel data in R , there are some missing value or gaps in the data. This video discusses how to to deal with these gaps. Excercise file: payhip.com/b/E5MHp Fill gaps in Time series and panel data thedatahall.com/filling-gaps-in-time-series-and-panel-data-using-r/ 00:000 Intro to video 0:27 Time series gaps 2:56 Panel data gaps Website: thedatahall.com As an Amaz...
Working With Missing Values in R
Переглядів 314 місяці тому
In this video we discuss explicit and implicit missing values. Excercise file: payhip.com/b/gVCJO Working with missing values in R thedatahall.com/dealing-with-missing-values-in-r/ 00:00 Intro to Topic 0:28 Explicit missing values 4:57 Implicit missing values Website: thedatahall.com As an Amazon Associate, I earn from qualifying purchases.
Generate Sample Data in R
Переглядів 174 місяці тому
We need sample data to work with some tasks in R, we can generate sample data using different methods. 00::00 Manually Generate Values 0:41 Normal Distribution Data 1:56 Categorical sample data 2:25 Categorical and Continuous Sample data Website: thedatahall.com As an Amazon Associate, I earn from qualifying purchases.
Download Stock Data in R
Переглядів 824 місяці тому
In this video we discuss how to download stock data in R. We use quantmod package and we use the getSymbols function. Website: thedatahall.com As an Amazon Associate, I earn from qualifying purchases.
Categorical and Continious Varialbe in Regression Using R Part3
Переглядів 354 місяці тому
Categorical and Continious Varialbe in Regression Using R Part3
Categorical Variable Regression in R Part2
Переглядів 374 місяці тому
Categorical Variable Regression in R Part2
Categorical Variable Regression in R | Part1
Переглядів 324 місяці тому
Categorical Variable Regression in R | Part1
Standardization and Normalization in Stata
Переглядів 5844 місяці тому
Standardization and Normalization in Stata
Standardization and Normalization in R
Переглядів 464 місяці тому
Standardization and Normalization in R
Working With Factors in R | Convert Categorical Variable into Factors
Переглядів 1145 місяців тому
Working With Factors in R | Convert Categorical Variable into Factors
How to Perform ANOVA in R| One-Way and Two-Way ANOVA
Переглядів 185 місяців тому
How to Perform ANOVA in R| One-Way and Two-Way ANOVA
How to Perform ANOVA in Stata | One-Way and Two-Way ANOVA
Переглядів 4175 місяців тому
How to Perform ANOVA in Stata | One-Way and Two-Way ANOVA
Extract Data From a String in R | Working with String Part3
Переглядів 315 місяців тому
Extract Data From a String in R | Working with String Part3
Combining String Variable in R | Working With String Part 2
Переглядів 65 місяців тому
Combining String Variable in R | Working With String Part 2
Creating String in R | Working with String in R Part 1
Переглядів 275 місяців тому
Creating String in R | Working with String in R Part 1
Max VS Pmax | Maxium VS Parallel Maxium in R
Переглядів 165 місяців тому
Max VS Pmax | Maxium VS Parallel Maxium in R