The goal of shinyfinance is to illustrate Asset Management Principles using R and Shiny dashboards.
You can try this app live on both Shiny and Heroku (free but not that fast :D):
Note: shinyapps is a free service will redeploy a new server if the app has not not being used recently. Please wait for the app to start and download the first set of timeseries data.
The application illustrates the key principles of portfolio optimization.
The Portfolio allocation section allows you to chose financial instruments and build a portfolio to be simulated between the selected date range and a desired rebalancing schedule. The performance obtained is then compared to a selected benchmark.
On the Allocation Comparison section, the portfolio is compared to two possible optimized portfolios which had similar performances during the same analysis period: a portfolio with the same return and lower risk, and a portfolio with the same risk and higher return.
Please be informed that information in this application is provided for illustrative purposes only and does not constitute a financial advice.
You can install the released version of shinyfinance from CRAN with:
install.packages("shinyfinance")This app uses {golem}, which is an opinionated framework for building production-grade shiny applications. Please read the step-by-step guide on https://github.com/ThinkR-open/golem
Open the project in RStudio and run the commands in ./dev/run_dev.R
#> ├── DESCRIPTION Package info and dependencies
#> ├── NAMESPACE Roxygen2 generated via devtools::document()
#> ├── Dockerfile Docker support for Azure, Heroku and ShinyApps deployments
#> ├── heroku.yml CI/CD pipeline for Heroku free hosting
#> ├── azure-pipelines.yml CI/CD pipeline for build and container deploy to Azure Web App
#> ├── R
#> │ ├── app_config.R golem R package config
#> │ ├── app_layout.R overall shiny dashboard structure
#> │ ├── app.R entry point for the Shiny App
#> │ ├── fct_datasources.R R functions for data access
#> │ ├── fct_portfolio.R R functions for portifolio optimization
#> │ ├── mod_shiny_finance_portfolio
#> │ ├── ... shiny module for portifolio optimization
#> │ ├── mod_shiny_finance_theory
#> │ ├── ... shiny module with finance theory pages
#> │ ├── mod_shiny_utils utility functions and widgets for shiny
#> │ └── run_app.R used to start the app from R CLI
#> ├── dev
#> │ ├── 01_start.R
#> │ ├── 02_dev.R
#> │ ├── 03_deploy.R
#> │ └── run_dev.R * use this file to start the app on RStudio *
#> ├── inst
#> │ ├── app
#> │ │ └── www static web assets
#> │ ├── extdata cache folder for downloaded timeseries
#> │ └── golem-config.yml
#> ├── tests
#> │ └── testthat functional and unit tests
#> └── man
#> └── run_app.Rd package documentation