R programmers only. Quandl experience required. Not a web scraping project.
I need the Quandl codes listed below added as new columns to the dput output file attached to the project. I need the work to be completed urgently.
The required codes are:
1. Download the attached dput file and load this into R
2. For each “Date” and “Ticker” create a new column inserting the data for that date and ticker for the data attribute as indicated below:
2.1 Column: “NetIncome” data point as in “SEC/<TICKER>_NETINCOMELOSS_Q”
2.2 Column: “Revenue” data point as in “SEC/<TICKER>_SALESREVENUENET_Q”
2.3 Column: “TotalAssets” data point as in “SEC/<TICKER>_ASSETS_Q”
2.4 Column: “PretaxIncome” data point as in “SEC/<TICKER>_INCOMELOSSFROMCONTINUINGOPERATIONSBEFOREINCOMETAXESEXTRAORDINARYITEMSNONCONTROLLINGINTEREST_Q”
2.5 Column: “EBIT” data point as in “SEC/<TICKER>_OPERATINGINCOMELOSS_Q”
2.6 Column: “ShareholdersEquity” data point as in "SEC/<TICKER>_STOCKHOLDERSEQUITY_Q”
2.7 Column: “SharesOutstanding” data point as in "SEC/<TICKER>_WEIGHTEDAVERAGENUMBEROFDILUTEDSHARESOUTSTANDING_Q”
2.8 Column: “EarningsPerShareDil” data point as in "SEC/<TICKER>_EARNINGSPERSHAREDILUTED_Q"
2.9 Column: “Dividends” data point as in "SEC/DIV_<TICKER>“
2.10 Column: “MarketCap” data point as in Price from “GOOG/<EXCHANGE>_<TICKER>” times “SharesOutstanding”
2.11 Column: “Volumen” data point as in Volume “GOOG/<EXCHANGE>_<TICKER>” for the covered frequency (not that a monthly frequency needs to sum the monthly volume.)
2.12 Column: “10yBondYield” data point for the US as in "UNDATA/IFS_YLD_<COUNTRY_CODE>“
2.13 Column: “GDPChange” data point for the US as in “ODA/<COUNTRY_CODE>_NGDP_RPCH”
2.14 Column: “DeptRatio” data point for the US as in “WGFD/<COUNTRY_CODE>_GFDD_DM_10”
3. Data cleansing: For any data combination that does not yield a result do not omit the result. Insert “NA” when there is no data to be found.
4. Make a CSV file available to complete the project
The following is optional but highly appreciated:
A) Amend each “Date” and “Ticker” with the trailing 20 day momentum indicator as of the date per “Date” column
Hi,
My name is Isidro.
I'm an expert statistician specialized in Machine Learning and Applied Predictive Modelling. R is my first language, I use it every day.
If interested please see my profile. You can search for me in LinkedIn too.
It would be great to help you in this project!
Thank you.
Isidro Hidalgo Arellano