Processing and Analyzing Financial Data with R

This book introduces the reader to the use of R and RStudio as a platform for processing and analyzing financial data. The book covers all necessary knowledge for using R, from its installation in your computer to the organization and development of scripts. For every chapter, the book presents practical and replicable examples of R code, providing context and facilitating the learning process.

Based on the material, the reader will learn how to download financial data from local files or the Internet, represent and process it using native objects in R, and create tables and figures to report the results in a technical document. The book is organized based on the author’s practical experience in scientific research and includes instructions for using the best R packages for each purpose, such as xtable and texreg for reporting tables, dplyr in data processing, and ggplot2 in creating figures. After showing the capabilities of R in processing financial data, the last chapter presents three complete and reproducible examples of research in Finance.

This book is recommended for researchers and students interested in learning how to use R. No prior knowledge of programming or finance is required to take advantage of this book. After finishing, the reader will have enough knowledge to develop their own scripts autonomously, producing academic documents or data analysis for public and private institutions.

Table of Contents

Chapter 1 – Introduction
Chapter 2 – Basic Operations
Chapter 3 – Basic Classes
Chapter 4 – Data Structure Classes
Chapter 5 – Financial Data and Common Operations
Chapter 6 – Importing and Exporting Data from Local Files
Chapter 7 – Importing Financial Data from the Internet
Chapter 8 – Creating and Saving Figures with ggplot2
Chapter 9 – Programming and Data Analysis with R
Chapter 10 – Financial Econometrics with R
Chapter 11 – Writing Research Scripts