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Financial Data Manipulation in dplyr for Quant Traders – Part VI

Financial Data Manipulation in dplyr for Quant Traders – Part VI

Posted June 29, 2021 at 10:24 am
Robot James
Robot Wealth

Join Robot James for a tutorial on how to use summarise() dplyr verb for financial data manipulation. See Part IPart IIPart IIIPart IV and Part V to  set up and load the data.

The summarise() dplyr verb

Financial Data Manipulation in dplyr for Quant Traders

Summarise() summarises all our observations to a single row.

Calculate the mean volume over all observations using summarise()

Here we use summarise() to calculate the mean volume traded over our complete data set. We also count the number of records using n()

prices %>%
summarise(meanvolume = mean(volume),
count = n())

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

Visit Robot Wealth website to read the full article and download code:

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