stocks_quantiles.R

stocks <- read.table("returns.csv")
head(stocks,200)

stocks_quantiles <- data.frame(NA, NA, NA, NA, NA, NA)
names(stocks_quantiles) <- c("year", "five", "twofive", "median", "sevenfive", "ninefive")
stocks_quantiles$year <- 1:40

for(i in 1:40){
  for(j in 2:6){
    stocks_quantiles[i, j] <- quantile(stocks$multip[stocks$year == i], 
                                       c(0.05, 0.25, 0.5, 0.75, 0.95), 
                                       na.rm = TRUE)[[j-1]]
    
  }
}

ggplot(data = stocks_quantiles, aes(x = year)) +
  geom_ribbon(aes(ymin = five, ymax = ninefive), fill = "grey72") +
  geom_ribbon(aes(ymin = twofive, ymax = sevenfive), fill = "grey82") +
  geom_line(aes(y = median)) +
  z_theme()