Asset Classes

Free investment financial education


Multilingual content from IBKR

Close Navigation
Learn more about IBKR accounts

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:

Disclosure: Interactive Brokers

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.

This material is from Robot Wealth and is being posted with its permission. The views expressed in this material are solely those of the author and/or Robot Wealth and Interactive Brokers is not endorsing or recommending any investment or trading discussed in the material. This material is not and should not be construed as an offer to buy or sell any security. It should not be construed as research or investment advice or a recommendation to buy, sell or hold any security or commodity. This material does not and is not intended to take into account the particular financial conditions, investment objectives or requirements of individual customers. Before acting on this material, you should consider whether it is suitable for your particular circumstances and, as necessary, seek professional advice.

IBKR Campus Newsletters

This website uses cookies to collect usage information in order to offer a better browsing experience. By browsing this site or by clicking on the "ACCEPT COOKIES" button you accept our Cookie Policy.