In this webinar, we will create and code a real (but simple) portfolio analysis in order to explore R's data import, wrangling, and visualization tools in the world of investment management. The content is based on the new book Reproducible Finance with R: Code Flows and Shiny Apps for Portfolio Analysis, which was just published this week. We will become familiar with the worlds of xts, the Tidyverse and tidyquant for analysis and visualization of our portfolio, and how each can be used in a Shiny application.
Jonathan studied International Relations as an undergraduate at Harvard, worked in finance at JP Morgan, did graduate work in Political Economy at Emory University, and was the Director of Financial Services Practice at RStudio before joining Truist Securities as the Head of Data and Quantamnetal Resarch.
