Financial Data Manipulation in dplyr for Quant Traders – Part II

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See Part I to  set up and load the data.

The filter() dplyr verb

Filter returns only those observations (rows) which satisfy certain criteria.

Filtering rows for a single stock with filter() and ==

Here we use filter to just pull out prices for XOM.

A common mistake is to use = instead of ==

prices %>%
filter(ticker == ‘XOM’)

Filtering rows for multiple stocks with filter() and %in%

Here we use %in% to match to multiple criteria. We pick out records for XOM and CVX.

prices %>%
filter(ticker %in% c(‘XOM’,’CVX’))

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

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