Welcome to Reproducible Finance, the website that accompanies Reproducible Finance with R: Code Flows and Shiny Apps for Portfolio Analysis.
The book originated as a series of blog posts so if you’d like to get a sense for the content have a look at a few posts. The first post, on tranforming asset prices to monthly returns, can be found here. The following post, on creating a portfolio and calculating portfolio returns, can be found here.
You can find the data needed for the book here, you can find the code from all the chapters here and you can find the code for the Shiny apps that are built in the book here. When the code from the book needs to be upgraded or updated, I will post the new code on this site.
This is a living, breathing project and I try to post new content every week - but if you see financial research or charts that you’d like to reproduce and contribute as post, or that you’d like me to try and reproduce, please email me jonathan[.]regenstein [@] gmail [.] com.
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