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Financial Data Manipulation in dplyr for Quant Traders – Part II

Posted February 11, 2021 at 10:30 am
Robot James
Robot Wealth

See Part I to  set up and load the data.

The filter() dplyr verb

Filter returns only those observations (rows) which satisfy certain criteria.

Filtering rows for a single stock with filter() and ==

Here we use filter to just pull out prices for XOM.

A common mistake is to use = instead of ==

prices %>%
filter(ticker == ‘XOM’)

Filtering rows for multiple stocks with filter() and %in%

Here we use %in% to match to multiple criteria. We pick out records for XOM and CVX.

prices %>%
filter(ticker %in% c(‘XOM’,’CVX’))

Robot Wealth

Stay tuned for the next installment in which the author will demonstrate the arrange() dplyr verb.

Visit Robot Wealth website to read the full article and download code: https://robotwealth.com/financial-data-manipulation-in-dplyr-for-quant-traders/

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Information posted on IBKR Campus that is provided by third-parties does NOT constitute a recommendation that you should contract for the services of that third party. Third-party participants who contribute to IBKR Campus are independent of Interactive Brokers and Interactive Brokers does not make any representations or warranties concerning the services offered, their past or future performance, or the accuracy of the information provided by the third party. Past performance is no guarantee of future results.

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