Tableau and R Integration for Carhart Four-Factor Model Data Analysis
Explore the powerful combination of Tableau and R for in-depth analysis using the Carhart Four-Factor model. Learn about data visualization, benefits, integration methods, and practical demonstrations in financial risk management.
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Presentation Transcript
Tableau and R Tableau and R DataBrowser For For Carhart Carhart Four Factor Model Four Factor Model DataBrowser Yujia Liu and Guy Yollin UW Computational Finance and Risk Management
Objectives Objectives Introduction to Tableau and R integration Carhart Four Factor model DataBrowser Demo
Introduction to Tableau and R Integration Introduction to Tableau and R Integration What is Tableau? Business intelligence software Fast and easy Dynamic visualization
Introduction to Tableau and R Integration Introduction to Tableau and R Integration What are the benefits of using Tableau and R integration? Access R packages or functions for quantitative analysis Take advantages of Tableau's data visualization capacities
Introduction to Tableau and R Integration Introduction to Tableau and R Integration How is Tableau integrating with R? Pass R Script and Data into R Input Data Install Rserve Package Create Calculation Field in Tableau Rserve Use one of the four functions: SCRIPT_BOOL: Return a Boolean SCRIPT_INT: Return an Integer SCRIPT_REAL: Return a Real SCRIPT_STR: Return a String Output Data Interactive Data Visualization
Carhart Carhart Four Factor model Four Factor model DataBrowser DataBrowser Demo Demo Carhart Four Fundamental Factor Model Identify return and risk characteristics of securities Factors in the model Market Factor Size Factor Book to Market Factor Momentum factor
Data Sets Data Sets Stock Data Monthly Returns from Jan 2005 to Feb 2015 Top Holdings of iShares Morningstar Large Cap Growth, Large Cap Value, Small Cap Growth, Small Cap Value ETFs Factor and index Data Carhart four factors monthly returns from Kenneth French's Website Russell 2000 Value, Russell 2000 Growth, Russell 1000 Value, Russell 1000 Growth, SP500 monthly returns Tableau Data Blending Functionality
Explore Data Pattern in Tableau Explore Data Pattern in Tableau
Interactive Data Visualization in Tableau Interactive Data Visualization in Tableau
Pass R Script and Data into R SCRIPT_REAL Rserve factorAnalytics Package Risk Contribution Performance Attribution
Interactive Data Visualization in Tableau Interactive Data Visualization in Tableau
Pass R Script and Data into R SCRIPT_REAL Rserve factorAnalytics Package Risk Contribution Performance Attribution
Interactive Data Visualization in Tableau Interactive Data Visualization in Tableau
Interactive Data Visualization in Tableau Interactive Data Visualization in Tableau
Interactive Data Visualization in Tableau Interactive Data Visualization in Tableau
Interactive Data Visualization in Tableau Interactive Data Visualization in Tableau
Interactive Data Visualization in Tableau Interactive Data Visualization in Tableau
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