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Financial Data Manipulation in dplyr for Quant Traders – Part III

Financial Data Manipulation in dplyr for Quant Traders – Part III

Posted March 18, 2021
Robot James
Robot Wealth

See Part I and Part II to  set up and load the data.

The arrange() dplyr verb.

Financial Data Manipulation

Arrange reorders the rows in your data by one or more criteria.

Reordering rows in order of volume traded ascending with arrange()

prices %>%
arrange(desc(volume))

Reordering rows in order of date descending, then volume ascending with arrange()

We can sort by multiple variables using arrange(). Here we sort by date descending then volume ascending.

prices %>%
arrange(desc(date), volume)

Stay tuned for the next installment in which the author will demonstrate the select() 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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