Case study presentation

Visualizing Time Series Data in R

Arnaud Amsellem

Quantitative Trader and creator of the R Trader blog

Your savings

Your savings

Role of correlation

Role of correlation

Role of correlation

Role of correlation

• Rule number one in investment: capital protection
• Low correlation = protection from severe losses
• You will use the PerformanceAnalytics-package

Let's practice!

Visualizing Time Series Data in R