Martin Geissmann mgei
mgei
/ get_earnings.R
Created
December 27, 2020 17:12
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| library(tidyverse) | |
| library(jsonlite) | |
| get_earnings <- function(symbol, av_key, get = "quarterly", cache_dir = "cache") { | |
| if (!(cache_dir %in% list.dirs(full.names = F, recursive = F))) { | |
| dir.create(cache_dir) | |
| } | |
| if (!(paste0(symbol, ".json") %in% list.files(cache_dir))) { | |
| print("downloading") |
mgei
/ treasury.R
Created
January 16, 2021 09:45
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| library(tidyquant) | |
| ty10 <- tq_get("DGS10", get = "economic.data", from = as.Date("1950-01-01")) | |
| mod_dur <- function(yield) { | |
| # out <- (1-(1/(1+0.5*yield/100)^(2*10)))/(yield/100) | |
| out <- (1-(1/(1+0.5*yield)^(2*10)))/(yield) | |
| return(out) |
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| # What is PCA? | |
| # - PCA is a form of multi-dimensional scaling. | |
| # - It transforms the data into a lower dimensional space while keeping the maxiumum of information. | |
| # Book: Multi-Dimensional Diversification | |
| # get data https://www.msci.com/end-of-day-data-search | |
| library(tidyverse) | |
| library(tidyquant) | |
| library(readxl) |
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| library(tidyverse) | |
| library(lubridate) | |
| library(leaflet) | |
| # https://www.fakenamegenerator.com/order.php | |
| # go there to generate fake addresses, don't forget to select to include longitude and latitude | |
| addresses <- read_csv("FakeNameGenerator.com_f201506b.csv") | |
| addresses <- addresses %>% mutate(Birthday = mdy(Birthday), |
mgei
/ financial_taccount_ggplot
Created
January 16, 2019 08:42
Create a T-account plot for a balance sheet or income statement using ggplot2 in R
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| library(tidyverse) | |
| library(scales) | |
| scrapy_stocks <- function(stock){ | |
| if ("rvest" %in% installed.packages()) { | |
| library(rvest) | |
| }else{ | |
| install.packages("rvest") | |
| library(rvest) | |
| } |
mgei
/ sic_structure.csv
Created
October 2, 2023 13:30
SIC structure (division, major group, major industry, industry) as sourced from https://www.osha.gov/data/sic-manual on 2023-10-02
We can make this file beautiful and searchable if this error is corrected: Unclosed quoted field in line 9.
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| "sicD","sic2","sic3","sic4","division","major_group","industry_group","industry" | |
| "A","01","011","0111","Agriculture, Forestry, And Fishing","Agricultural Production Crops","Cash Grains","Wheat" | |
| "A","01","011","0112","Agriculture, Forestry, And Fishing","Agricultural Production Crops","Cash Grains","Rice" | |
| "A","01","011","0115","Agriculture, Forestry, And Fishing","Agricultural Production Crops","Cash Grains","Corn" | |
| "A","01","011","0116","Agriculture, Forestry, And Fishing","Agricultural Production Crops","Cash Grains","Soybeans" | |
| "A","01","011","0119","Agriculture, Forestry, And Fishing","Agricultural Production Crops","Cash Grains","Cash Grains, Not Elsewhere Classified" | |
| "A","01","013","0131","Agriculture, Forestry, And Fishing","Agricultural Production Crops","Field Crops, Except Cash Grains","Cotton" | |
| "A","01","013","0132","Agriculture, Forestry, And Fishing","Agricultural Production Crops","Field Crops, Except Cash Grains","Tobacco" | |
| "A","01","013","0133","Agriculture, Forestry, And Fishing","Agricultural Pro |
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