Financial Data Manipulation in dplyr for Quant Traders – Part IV

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

The select() dplyr verb

Financial Data Manipulation in dplyr for Quant Traders

select() is used to pull out certain columns from your data.

Selecting columns with `select()`

Here we use select()to pull out the ticker, date and close columns.

prices %>%
select(ticker, date, close)

Chaining Transformations Together: Filtering, selecting and arranging

We can chain transformations together using the pipe operator %>%.

If you’re unsure how the pipe operator works, visit Robot Wealth website to watch a video on this topic.

We’re going to chain together a transformation which:

filters out a single stock
selects the date and close price
re-arranges by date descending.

prices %>%
filter(ticker == ‘XOM’) %>%
select(date, close) %>%
arrange(desc(date))

When debugging a dplyr pipeline, it can be helpful to select each transformation one by one, and press CTRL-Enter in Rstudio to just run the selected transformation.

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

Disclosure: Interactive Brokers

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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.

Financial Data Manipulation in dplyr for Quant Traders – Part IV

Posted June 2, 2021

Selecting columns with `select()`

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Selecting columns with select()

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Selecting columns with `select()`