I'm an Economics undergraduate in my final year at Nanyang Technological University, Singapore. This website contains projects on econometrics and portfolio optimization (with possibly more topics in the future) which I learnt during my course of study at NTU. The projects serve as a way to learn about the applications of R in these fields using real-world data, such as stock prices and economic data.
Using the navigation bar or links below would open a new tab/window to show the content for the respective projects.
The projects in this topic covers portfolio optimization in R and explores different measures of returns and risks, as well as back-testing of different trading strategies.
It also includes some fun/thought experiments which I wanted to test/evaluate. However, such projects do not delve into the use of statistical methods to prove or disprove of any investment or trading methodology.
The projects in this topic mainly includes time series analysis of economic and financial data using R.
The files here are beginner guides to some of the packages I have been using for the different projects on this site.
I produced it while exploring the different functions and attempted to clarify some of the confusion I had while using them in my projects. It does not cover all the functions in each package, only those that I used frequently, thus making the guides somewhat complete. However, I hope that compiling the problems I faced and Googled while using the packages into a document would be able to help others who encounter the same problems.