Portfolio Analysis in R

This ebook will teach you how to use R for portfolio analysis. We will be using various financial packages from R that will help us perform portfolio analysis.

We start by introducing the key R packages used for financial analysis and show you how to download stock price data directly in R using the QuantMod package.

You will then learn how to calculate stock returns and portfolio returns, and how to analyze the performance of a portfolio. We cover the key concepts of Modern Portfolio Theory, including the efficient frontier and the trade-off between risk and return.

Finally, you will learn how to perform portfolio optimization in R, finding the optimal allocation of assets that maximizes return for a given level of risk.