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lapply() on a data frame

If, instead of a list, you had a data frame of stock returns, could you still use lapply()? Yes! Perhaps surprisingly, data frames are actually lists under the hood, and an lapply() call would apply the function to each column of the data frame. 

df
  a b
1 1 4
2 2 6

class(df)
[1] "data.frame"

lapply(df, FUN = sum)
$a
[1] 3

$b
[1] 10

lapply() summed each column in the data frame, but still follows its convention of always returning a list. A data frame of daily stock returns as decimals called stock_return has been provided.

Cet exercice fait partie du cours

Intermediate R for Finance

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Instructions

  • Print stock_return to see the data frame.
  • Use lapply() to get the average (mean) of each column.
  • Create a function for the sharpe ratio. It should take the average of the returns, subtract the risk free rate (.03%) from it, and then divide by the standard deviation of the returns.
  • Use lapply() to calculate the sharpe ratio of each column.

Exercice interactif pratique

Essayez cet exercice en complétant cet exemple de code.

# Print stock_return
___

# lapply to get the average returns
___

# Sharpe ratio
sharpe <- function(returns) {
    (___ - .0003) / ___
}

# lapply to get the sharpe ratio
___
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