# read in datum CSV (raw file)
# Load libraries
#library(dplyr)
#library(lubridate)
#library(PerformanceAnalytics)
# Covert Dates into Date format
datum$Date <- lubridate::ymd(datum$Date)
# Filter by various tickers
msft <- dplyr::filter(datum, Ticker == "MSFT")
aapl <- dplyr::filter(datum, Ticker == "AAPL")
ibm <- dplyr::filter(datum, Ticker == "IBM")
# Global function for 252-day rolling SD (found online)
rollingSD <- function(x, h = 252) {
if (is.numeric(x) && length(x) >= h && h > 0) {
c(numeric(h-1), sapply(1:(length(x)-h+1), function(i) sd(x[i:(i+h-1)])))
}
}
# Individual rolling SD
msft$sd <- rollingSD(msft$Price, h = 252)
aapl$sd <- rollingSD(aapl$Price, h = 252)
ibm$sd <- rollingSD(ibm$Price, h = 252)
#bind individual companies into one data set
daily_rolling_sd_data <- rbind(msft, aapl, ibm)
devtools::use_data(daily_rolling_sd_data,overwrite = TRUE)
devtools::use_data(msft)
devtools::use_data(aapl)
devtools::use_data(ibm)
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