Merge new teacher stuff

Exercises/Exerciseset1/ExerciseSet1.Rmd

@@ -41,6 +41,7 @@ We download daily prices (open, high, low, close, and adjusted close) and volume
 ```{r eval = TRUE, echo=TRUE, error = FALSE, warning=FALSE,message=FALSE,results='asis'}
 source("helpersSet1.R")
 source("dataSet1.R")
+source("dataSet2.R")
 ```
 
 For more information on downloading finance data from the internet as well as on finance related R tools see these starting points (there is a lot more of course available):
@@ -55,12 +56,12 @@ For more information on downloading finance data from the internet as well as on
 
 #### Optional Question 
 
-1. Can you find some interesting finance related R package or github repository? 
-**Your Answers here:**
-<br>
-<br>
-
+1. Can you find some interesting finance related R package or github repository?
 <hr>
+1. *Several R finance package are interesting including:*<br>
+*- Rblpapi: a	R Interface to Bloomberg*<br>
+*- FinCal: a package to calculate the time Value of Money, the time Series Analysis and computational Finance*<br>
+*- jrvFinance: a basic finance tool to calculate NPV/IRR/Annuities/Bond-Pricing or Black Scholes*<br>
 <hr>
 
 ### Part I: Statistics of S&P Daily Returns
@@ -86,11 +87,16 @@ pnl_plot(SPY)
 
 **Your Answers here:**
 <br>
-<br>
-<br>
-<br>
 
 <hr>
+
+*line 96: *ExerciseSet1.Rmd:write.csv(StockReturns[1:20,c("SPY","**AAPL**")], file = "twentydays.csv", row.names = TRUE, col.names = TRUE)<br>
+*line 8: *dataSet1.R:mytickers = c("SPY", "**AAPL**")  # Other tickers for example are "GOOG", "GS", "TSLA", "FB", "MSFT", <br>
+
+<hr>
+*Cumulative returns:* `r round(100*sum(StockReturns[,2]),1)`%<br>
+*Average daily returns:* `r round(100*mean(StockReturns[,2]),3)`%<br>
+*Standard deviation of the daily returns of Apple:* `r round(100*sd(StockReturns[,2]),3)`%<br>
 <hr>
 
 ### Part II: Simple Matrix Manipulations
@@ -125,13 +131,15 @@ We can also transpose the matrix of returns to create a new "horizontal" matrix.
 1. What R commands can you use to get the number of rows and number of columns of the new matrix called transposedData?
 2. Based on the help for the R function *apply* (`help(apply)`), can you create again the portfolio of S&P and Apple and plot the returns in a new figure below?
 
-**Your Answers here:**
-<br>
-<br>
-<br>
-<br>
-
 <hr>
+1. We can use `nrow(transposedData)` and `ncol(transposedData)`.
+2. I assume that we are asked to re-draw the plot using the transposed matrix:
+```{r eval=FALSE, echo=FALSE, comment=NA, warning=FALSE, message=FALSE,results='asis',fig.align='center', fig=TRUE}
+portfolio2 = apply(transposedData,2,mean)
+names(portfolio2) <- colnames(transposedData)
+pnl_plot(portfolio2) 
+```
+
 <hr>
 
 ### Part III: Reproducibility and Customization
@@ -142,14 +150,8 @@ This is an important step and will get you to think about the overall process on
 
 1. We want to re-do all this analysis with data since 2001-01-01: what change do we need to make in the code (hint: all you need to change is one line - exactly 1 number! - in data.R file), and how can you get the new exercise set with the data since 2001-01-01? 
 2. *(Extra Exercise)*  Can you get the returns of a few companies and plot the returns of an equal weighted portfolio with those companies during some period you select? 
-
-**Your Answers here:**
-<br>
-<br>
-<br>
-<br>
-
 <hr>
+All we need to change is the value allocated to the variable `startDate = "2001-01-01"` in Line 11.
 <hr>
 
 ###  Part IV: Read/Write .CSV files
@@ -177,13 +179,12 @@ Try it!
 myData + StockReturns[1:40,])
 ```
 
-**Your Answers here:**
-<br>
-<br>
-<br>
-<br>
-
 <hr>
+
+1. We get as output a number (20). Each row in myData is different from the corresponding row in StockReturns (hence the test is true and yields a result of 1). This makes senses because myData contains one row with a string whereas StockReturns containts three rows.
+However, if we use as separator in the read.csv function a comma instead of a semicolon, we end up with matrices of the same dimensions, but there is an offset of one row for some reason. THen we get a result of 60 (20x3). If we were able to resolve the offset issue, we'd get a result of zero, i.e. all the cells would match.
+2. We will get an error because we are summing matrices with different types of arguments.
+
 <hr>
 
 ### Extra Question

Exercises/Exerciseset1/dataSet2.R

@@ -0,0 +1,51 @@
+
+# rm(list=ls()) # Clean up the memory, if we want to rerun from scratch
+# source("helpersSet1.R")
+
+getdata.fromscratch = 1
+
+website_used = "yahoo" # can be "yahoo" or other ( see help(getSymbols) ). Depending on the website we may need to change the stock tickers' representation
+mytickers = c("SPY", "AAPL")  # Other tickers for example are "GOOG", "GS", "TSLA", "FB", "MSFT", 
+startDate = "2005-01-01"
+
+if (getdata.fromscratch){
+  # Get SPY first, to get all trading days
+  tmp<-as.matrix(try(getSymbols(Symbols="AAPL",from = startDate,src = website_used, auto.assign=FALSE)))
+  ApplStockPrices=matrix(rep(0,nrow(tmp)*length(mytickers)), ncol=length(mytickers))
+  colnames(ApplStockPrices)<-mytickers; 
+  rownames(ApplStockPrices)<-rownames(tmp)
+  ApplStockVolume=ApplStockPrices
+  ApplStockPrices[,1] <- tmp[,6]
+
+  for (ticker_index in 1:length(mytickers)){
+    ticker_to_get = mytickers[ticker_index]
+    print(paste("\nDownloading ticker ", ticker_to_get, " ..."))
+    tmpdata<-as.matrix(try(getSymbols(Symbols=ticker_to_get,from = startDate,auto.assign=FALSE)))
+    if (!inherits(tmpdata, "try-error"))
+    {
+      therownames=intersect(rownames(tmpdata),rownames(ApplStockPrices))
+      tmpdata[is.na(tmpdata)] <- 0
+      ApplStockPrices[therownames,ticker_index]<-tmpdata[therownames,6] # adjusted close price
+      ApplStockVolume[therownames,ticker_index]<-tmpdata[therownames,5] # shares volume for now - need to convert to dollars later
+    } else {
+      cat(ticker_to_get," NOT found")
+    }
+  }
+  # Get the daily returns now. Use the simple percentage difference approach 
+  AaplStockReturns= ifelse(head(ApplStockPrices,-1)!=0, (tail(StockPrices,-1)-head(StockPrices,-1))/head(StockPrices,-1),0) # note that this removes the first day as we have no way to get the returns then!
+  rownames(AaplStockReturns)<-tail(rownames(ApplStockPrices),-1) # adjust the dates by 1 day now
+
+  # Now remove the first day from the other data, too
+  ApplStockPrices = StockPrices[rownames(AaplStockReturns),]
+  ApplStockVolume = ApplStockPrices[rownames(AaplStockReturns),]
+  colnames(ApplStockPrices)<-mytickers
+  colnames(ApplStockVolume)<-mytickers
+  colnames(AaplStockReturns)<-mytickers
+
+  save(AaplStockReturns,ApplStockPrices,ApplStockVolume, file = "DataSet1.Rdata")
+} else {
+  load("DataSet1.Rdata")
+}
+
+
+

Exercises/Exerciseset1/twentydays.csv

@@ -0,0 +1,21 @@
+"","SPY","AAPL"
+"2005-01-04",-0.0122194637127275,0.0102701088517504
+"2005-01-05",-0.00690061615719681,0.00875830945932705
+"2005-01-06",0.00508430540389297,0.000775098385044691
+"2005-01-07",-0.00143324918157237,0.0728119031851786
+"2005-01-10",0.00472810453179597,-0.00418786145491284
+"2005-01-11",-0.00689074776905752,-0.063805107443653
+"2005-01-12",0.00330004252922032,0.0139406693608039
+"2005-01-13",-0.00801211937901914,0.066299907249727
+"2005-01-14",0.0052711748835299,0.00573060038933524
+"2005-01-18",0.0104026005444693,0.00641032505910421
+"2005-01-19",-0.0104628791052045,-0.0108989459656001
+"2005-01-20",-0.0060903540542225,0.00829999885962422
+"2005-01-21",-0.00612767375693113,0.0004257211545643
+"2005-01-24",-0.00196947533623822,0.00383049984844807
+"2005-01-25",0.00283135035218729,0.0182305207326887
+"2005-01-26",0.00299458297525282,0.0027759262791443
+"2005-01-27",0.00170602341346994,0.00539788429906169
+"2005-01-28",0,0.0184471453404301
+"2005-01-31",0.00621649614031668,0.0394701515667315
+"2005-02-01",0.00634732427396169,0.00819242781131764