Click to Download Workbook: Sortino Ratio Before we delve into an explanation of how the Sortino Ratio is calculated, you should probably understand an extremely popular risk-adjusted measure: the Sharpe Ratio. Sharpe Ratio: The...

# Category - R For Finance

Beta is a measure of systematic risk. I have prior tutorials better explaining Beta, so this post will primarily be covering how we can examine Beta with R and the PerformanceAnalytics package. Step One: Obtain the Data Via...

Click to Download Workbook: Up-Down Capture Ratios We all understand the market goes up and down sometimes. On average the market tends to move a bit more upward than downward. We can also note that individual assets also move...

Drawdowns and the Maximum Drawdown: Drawdowns may be an unfamiliar concept to most investors out there. The good news is, they are extremely simple. Essentially a drawdown is a peak to trough decline expressed as a percentage of...

Compared to other programming languages, R offers some of the most astounding tools in order to visualize data. After all, a picture says a thousand words right? In this post, we will visit several different types of plots to...

R offers so many benefits to those interested in Quantitative Finance. It makes life super easy in terms of getting data, and in this particular case analyzing the data and constructing an optimal portfolio. Doing this in Excel...

R offers many perks to people analyzing different areas of Finance. One of the biggest perks is a Quantitative Finance library called quantmod. In order to install quantmod, navigate to the console and enter...