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Author Profile

Jonathan Regenstein

  • Jonathan is the Director of Financial Services at RStudio and the author of Reproducible Finance with R: Code Flows and Shiny Apps for Portfolio Management (CRC Press). He writes the Reproducible Finance blog series for RStudio and his code/apps can be seen at www.reproduciblefinance.com. Prior to joining RStudio, he worked at JP Morgan. He studied international relations at Harvard University and did graduate work in political economy at Emory University.

    Jonathan is the Director of Financial Services at RStudio and the author of Reproducible Finance with R: Code Flows and Shiny Apps for Portfolio Management (CRC Press). He writes the Reproducible Finance blog series for RStudio and his code/apps can be seen at www.reproduciblefinance.com. Prior to joining RStudio, he worked at JP Morgan. He studied international relations at Harvard University and did graduate work in political economy at Emory University.

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Recent Posts by Jonathan Regenstein

How To Calculate The Standard Deviation Of A Financial Portfolio In R, Part 2: Component Contribution

Welcome to the second installment of my three-part series dedicated to portfolio standard deviation, also known as volatility. In this series, you will learn to build a Shiny application to visualize total portfolio volatility over time, as well as how each asset has contributed to that volatility. You will accomplish this over the course of three posts, but if you just can’t wait, the final app is available here. If you missed the first installment on calculating and...

How to Calculate the Standard Deviation of a Financial Portfolio in R

Welcome to the first installment of a three-part series dedicated to portfolio standard deviation, also known as volatility. In this series, you will learn to build a Shiny application in order to visualize total portfolio volatility over time, as well as how each asset has contributed to that volatility. You will accomplish this over the course of three posts, but if you just can’t wait, the final app is available here. So, why is standard deviation import?...

Building a Sortino Ratio Shiny App

]]> Welcome to the final installment of my three-part series on the Sortino ratio, a metric for measuring the return you are likely to get from a given level of risk. In case you missed them, my first post focused on calculating the Sortino ratio and my second post focused on visualizing it. Both are necessary components of building the final Shiny application featured in this post, which allows users to build custom portfolios and visualize the Sortino ratio interactively.  I am...

Building a Sortino Ratio Shiny App

]]> Welcome to the final installment of my three-part series on the Sortino ratio, a metric for measuring the return you are likely to get from a given level of risk. In case you missed them, my first post focused on calculating the Sortino ratio and my second post focused on visualizing it. Both are necessary components of building the final Shiny application featured in this post, which allows users to build custom portfolios and visualize the Sortino ratio interactively.  I am...

Visualizing the Sortino Ratio

In asset management, it's critically important to understand whether a portfolio is performing well or not at a glance. Building an interactive Shiny application is a great way to integrate this information into a decision maker's workflow. In this post, which is part two of a three-part series, I'll be showing you how to visualize changes in the Sortino ratio, a metric that encompasses the return you are likely to get from a given level of risk. In the first installment, I...

Visualizing U.S. Housing Prices with Interactive Maps in R

Data exploration is a key aspect of any analytical workflow, and one nice way to explore and analyze data is by using maps. In this post, we will use a map to visualize housing prices in the U.S., specifically the state-by-state House Price Index (HPI) published by Freddie Mac. Our goal is to articulate how to quickly build an interactive Shiny app that allows a user to click on a state that has been shaded by its annual house price appreciation and display a chart of house...