Here’s an excerpt from my new book, Quantitative Investment Portfolio Analytics In R: An Introduction To R For Modeling Portfolio Risk and Return, which was published last week. In this two-part excerpt of Chapter 5, we’ll look at a basic procedure for downloading factor premia from Professor Ken French’s web site to run a simple factor analysis using R code. I’ll publish the second half of Chapter 5’s excerpt soon. (Note: for a cleaner read, the footnotes that appear in the book have been removed for this web-based version of the chapter. For a complete list of chapters, see here. Keep in mind that all the code published in Quantitative Investment Portfolio Analytics In R can be accessed via a single file by way of a link that’s published in the book.)
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Daily Archives: June 28, 2018
Mideast Stocks Dominate World Regional Equity Returns This Year
Despite ongoing wars and heightened geopolitical tensions in the region, stock markets in the Middle East overall are outperforming the rest of the world so far in 2018, based on a set of exchange-traded funds.
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Macro Briefing: 28 June 2018
Kennedy’s retirement allows Trump to reshape Supreme Court: Reuters
Supreme Court ruling is major blow for public sector unions: CNN
Support for the recent US tax overhaul plunged in the past 2 months: Politico
President Xi warns US Defense Sec.: China won’t give up territory: Bloomberg
What’s on the agenda for an upcoming Trump-Putin summit? CNBC
Weak auto demand trimmed US durables goods orders for May: MarketWatch
US trade gap narrowed in May by more than expected: MarketWatch
S&P Global Ratings maintains AA+ credit rating on US debt: RTT
US pending home sales post surprising drop in May: RTT
US Dollar Index rose to highest level in nearly a year on Wednesday:
