Introduction

Reproducible finance is a philosophy about how to do quantitative, data sciencedriven financial analysis. The root of this philosophy is that the data and code that lead to a decision or conclusion should be able to be understood and then replicated in an efficient way. The code itself should tell a clear story when read by a human, just as it tells a clear story when read by a computer. This book applies the reproducible philosophy to R code for portfolio management.

This book focuses on three universes or paradigms for portfolio analysis with R. There are probably more than three fantastic paradigms but these are the three I encounter most frequently in industry. xts