In jspinney-nbimc/mqim6604: R package for MQIM 6604 - Quantitative Portfolio Management at UNB

knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>"
)

Introduction

Assignments in MQIM 6604 should be completed submitted in Rmarkdown. Rmarkdown is an interactive document that combines text and executable R code in a format that facilitates reproducible research. R code is added to the documents in chunks, either inline (within a line of text) or as a separate code block. An inline code chunk would look like

cat("`` `r 2+2` ``")

and when the document is compiled, the code ("2+2" in this case) would be executed, and the answer r 2+2 would show inline in the block of text.

Code that is included in a separate chunk will (when rendered into HTML) look like:

library(quantmod,quietly=TRUE)
getSymbols("^GSPC")
head(GSPC)

This code chunk will produce:

library(quantmod,quietly=TRUE)
getSymbols("^GSPC")
head(GSPC)

Please read through a simple introduction to Rmarkdown such as https://rmarkdown.rstudio.com/articles_intro.html.

Note that it is almost always easier to use the tag "output: html_document" while working on an assignment, as compiling directly to pdf can be a bit of a hassle when considering placement of figures of tables. My recommendation is to always use the "output: html_document" tag in Rstudio/Rmarkdown, and if you want PDF output, do this at the end with the "output: pdf_document" or by printing to PDF later. You will need \LaTeX installed on your system to use "output: pdf_document".

Assignment Template

• Assignments must be completed in Rmarkdown.
• Should be clearly labelled as to who contributed to the assignment in the "author:" tag.
• R code is to be included in the document via knitr chunks and the live document must be able to be executed/compiled into HTML to produce the assignment output.
• Assignments will be graded on the solutions produced yby the Rmarkdown document as well as the clarity of formatting and the quality of the R code.

Assignments should separate questions with "##" headings, such as:

Question 1

Use the package quantmod to download historical daily prices on the S&P 500 from Yahoo!Finance with the getSymbols() function. Plot the Adjusted Close.

library(quantmod)
getSymbols("^GSPC")
chart_Series(GSPC)

jspinney-nbimc/mqim6604 documentation built on May 25, 2019, 6:25 p.m.