15 Years of R in Quantitative Finance
summary
R use climbs from rare to mainstream over 15 years with a concrete workflow: messy FactSet Excel tabs are parsed by reading tab names, using dplyr/tidyr patterns, list-columns and map to keep file-level context, and four short functions (prepare, read grouped, collect, plot) to make analysis reproducible. A custom cognos shiny app replaces 10,000-row weekly spreadsheets, pulls Bloomberg API and MSCI ESG, surfaces model scores in interactive scatter plots, and shifts analysts from fragile Excel plumbing to traceable, extensible pipelines.
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chapters (8)
- 0:00Introduction
- 3:22Real World Scenario
- 4:32The Problem
- 8:18The Functions
- 8:57Reliability
- 9:45R at Copper Rock
- 12:40Summary
- 13:35Questions
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