Financial Data Manipulation in dplyr for Quant Traders – Part IV

Robot Wealth

Robot Wealth
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See Part IPart II and Part III to  set up and load the data.

The select() dplyr verb

Financial Data Manipulation in dplyr for Quant Traders

select() is used to pull out certain columns from your data.

Selecting columns with select()

Here we use select()to pull out the tickerdate and close columns.

prices %>%
select(ticker, date, close)

Chaining Transformations Together: Filtering, selecting and arranging

We can chain transformations together using the pipe operator %>%.

If you’re unsure how the pipe operator works, visit Robot Wealth website to watch a video on this topic.

We’re going to chain together a transformation which:

  • filters out a single stock
  • selects the date and close price
  • re-arranges by date descending.

prices %>%
filter(ticker == ‘XOM’) %>%
select(date, close) %>%

When debugging a dplyr pipeline, it can be helpful to select each transformation one by one, and press CTRL-Enter in Rstudio to just run the selected transformation.

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

Visit Robot Wealth website to read the full article and download code:

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