/FinTool

Interactive toolbox for financial data analysis

Primary LanguageR

Interactive toolkit for financial data analysis and portfolio management

Returns

  • Select our ETFs assets
  • Import daily prices from Yahoo! Finance
  • Transform daily prices --> monthly prices
  • Transform monthly prices --> monthly returns
  • Calculate portfolio monthly returns based on asset monthly returns and asset weights

Risks

  • Standard Deviation --> rolling std
  • Skewness --> rolling skweness
  • Kurtosis --> rolling kurtosis

Exploratory Modeling

  • Sharpe Ratio, and the rolling Sharpe Ratio
  • CAPM beta
  • Fama-French 3-Factor Model, and the rolling Fama-French 3-Factor model