Returns on Exchange Traded Funds

library(ggplot2)
library(plotly)
library(rvest)
library(pbapply)
library(TTR)
library(dygraphs)
library(lubridate)
library(tidyquant)
library(timetk)
library(htmlwidgets)
library(kableExtra)
pacman::p_load(kable,dygraphs,DT,tidyverse,janitor,ggthemes,scales,ggpubr,viridis)

theme_set(theme_pubclean())

library(rvest)
library(XML)
library(gt)
library(tidyverse)
library(glue)



webpage <- read_html("https://www.etf.com/sections/etf-league-tables/etf-league-table-2020-02-10")

tbls <- html_nodes(webpage, "table")

print(head(tbls))

tbls_ls <- webpage %>%
        html_nodes("table") %>%
        .[[1]] %>%
        html_table(fill = TRUE)



colnames(tbls_ls)  <-  c("Brand","AUM ($, mm)","Net Flows ($, mm)","% of AUM")

tbls_ls  <- tbls_ls %>% janitor::clean_names()


#DT::datatable(tbls_ls, class = 'cell-border stripe')

tbls_ls %>%head()%>%
  kable(escape = F, align = "c") %>%
  kable_styling(c("striped", "condensed"), full_width = F)

#library("RSelenium")

tickers= c("QQQ","IVV","SPY","VOO","VTI","IWB","GLD","EEM","XLF",
           "GDX","ARKW")

actively_managed =c("ARKW")

passively_managed <-  c("AGZ","IHI","IEUS","FCOM","VGT.IV","
VUG.IV")

vanguard <- c("MGK.IV","MGC.IV","VGT.IV","
VUG.IV","VONG.IV")

# The symbols vector holds our tickers. 
symbols <- c("SPY","EFA", "IJS", "EEM","AGG")

# The prices object will hold our raw price data 
prices <- 
  quantmod::getSymbols(tickers, src = 'yahoo', from = "2010-01-01", 
             auto.assign = TRUE, warnings = FALSE) %>% 
 furrr::future_map(~Ad(get(.))) %>%   
  reduce(merge) %>%   #reduce() combines from the left, reduce_right() combines from the right
  `colnames<-`(tickers)



#DT::datatable(data.frame(head(prices)))

data.frame(head(prices)) %>%head()%>%
  kable(escape = F, align = "c") %>%
  kable_styling(c("striped", "condensed"), full_width = F)

dateWindow <- c("2015-01-01", "2020-02-20")

p1= dygraph(prices, main = "Value", group = "stock",
        xlab = "Time",ylab = "Adjusted Prices") %>%
  dyRebase(value = 100) %>%
  dyRangeSelector(dateWindow = dateWindow)


htmlwidgets::saveWidget(as_widget(p1), "p1.html")

p1

prices_monthly <- to.monthly(prices, indexAt = "last", OHLC = FALSE)%>%tk_tbl()%>% rename(date=index) 


start_date <-first(index(prices_monthly))
end_date <- last(index(prices_monthly)) 

#prices_monthly  %>% head()   %>%  gt() %>%
#  tab_header(
#    title = " Monthly Prices for ETF's",
#    subtitle = glue::glue("{start_date} to {end_date}")
#  )




prices_monthly  %>% head()%>%
  kable(escape = F, align = "c") %>%
  kable_styling(c("striped", "condensed"), full_width = F)

#asset_returns_xts <- na.omit(Return.calculate(prices_monthly, method = "discreet"))
prices_monthly <- to.monthly(prices, indexAt = "last", OHLC = FALSE)
asset_returns_quantmod <- na.omit(CalculateReturns(prices_monthly, method = "log"))
head(asset_returns_quantmod)%>%tk_tbl()%>%  
  kable(escape = F, align = "c") %>%
  kable_styling(c("striped", "condensed"), full_width = F)

pacman::p_load(kable,kableExtra)

ETF_returns <- prices %>%
  tk_tbl(preserve_index = TRUE, rename_index = "date") %>%
  
  pivot_longer(-date , names_to = "symbol",values_to = "Adjusted_Prices")%>%
  
  group_by(symbol) %>%
  tq_transmute(mutate_fun = periodReturn, period = "monthly", type = "log") %>%
  
  arrange(desc(monthly.returns))
 


ETF_returns%>%head()%>%
  kable(escape = F, align = "c") %>%
  kable_styling(c("striped", "condensed"), full_width = F)

library(crosstalk)

ETF_returns <-  ETF_returns %>%  ungroup(symbol)


d <- 
  SharedData$new(ETF_returns, ~symbol)
p2 <- ggplot(d, aes(date,monthly.returns,color=symbol)) +
  geom_line(aes(group = symbol))+
  
  
#scale_y_continuous(trans = log10_trans(), labels =  scales::comma)+
  
  #scale_fill_viridis_d()+
  scale_color_viridis_d(option="D") +
  
  # scale_shape_manual(values = 1:6 )  +
  
 #   theme_economist() +
  
  scale_x_date(labels = date_format("%d-%m-%Y"),date_breaks = "1 year") +
  theme(axis.text.x=element_text(angle=45, hjust=1)) +
   labs(title = "Monthly Returns Performance of Exhcange Traded Funds",
       subtitle = " 2010 - 2020",
       caption = "www.restsanalytics.com", 
       x = "Time", y = "Returns")


(gg <- ggplotly(p2, tooltip = "symbol"))

gg=highlight(gg, "plotly_hover")
ggsave("p2.png")

#htmlwidgets::saveWidget(as_widget(gg), "p2.html")
htmlwidgets::saveWidget(gg, "p2.html", selfcontained = F, libdir = "lib")
#saveWidget(gg, file="p2.html")
gg

ETF_returns %>% mutate(Year= format(date,"%Y")) %>%  group_by(symbol,Year) %>%  
                summarize(meanreturn =mean(monthly.returns,na.rm = TRUE))%>%
  
  ggplot(aes(x=Year,y=meanreturn,fill=symbol))+
  geom_col()+
 #scale_color_viridis(discrete=TRUE,option = "A")
scale_fill_viridis(discrete=TRUE,option = "D")+
    theme(
    legend.position="top",
    legend.direction="horizontal",
    legend.title = element_blank(),
    text=element_text(size=8,  family="Comic Sans MS"),
    axis.text.x=element_text(angle=45,hjust=1,size = 9),
    axis.text.y=element_text(size = 8),
    legend.text = element_text(size=8)
)+
   labs(y="Mean Yearly Return",x="Year",title="")

 # scale_x_date(breaks = date_breaks("1 year"),labels=date_format("%b %Y") )

end<-Sys.Date()
start<-as.Date("2010-01-10")


Prices  <- tq_get(tickers , get = "stock.prices", from = start,to=end)
#Prices%>%head() %>% DT::datatable()

Prices%>%head() %>%tk_tbl()%>%  
  kable(escape = F, align = "c") %>%
  kable_styling(c("striped", "condensed"), full_width = F)

library(crosstalk)
d <- SharedData$new(Prices, ~symbol)
p3 <- ggplot(d, aes(date, adjusted,color=symbol)) +
  geom_line(aes(group = symbol))+
  
  
#scale_y_continuous(trans = log10_trans(), labels =  scales::comma)+
  
  #scale_fill_viridis_d()+
  scale_color_viridis_d(option="D") +
  
  # scale_shape_manual(values = 1:6 )  +
  
 #   theme_economist() +
  
  scale_x_date(labels = date_format("%d-%m-%Y"),date_breaks = "1 year") +
  theme(axis.text.x=element_text(angle=45, hjust=1)) +
   labs(title = "Performance of Exhcange Traded Funds",
       subtitle = " 2010 - 2020",
       caption = "www.restsanalytics.com", 
       x = "Time", y = "Adjusted Prices")


(gg <- ggplotly(p3, tooltip = "symbol"))

gg=highlight(gg, "plotly_hover")



ggsave("p3.png")


htmlwidgets::saveWidget(as_widget(gg), "p3.html")
#htmlwidgets::saveWidget(gg, "p3.html", selfcontained = F, libdir = "lib")
gg

monthlyreturns <-Prices%>% select(symbol,date,adjusted)%>%
  group_by(symbol)%>%
  tq_transmute( 
                 mutate_fun = periodReturn, 
                 period     = "monthly", 
                 type       = "arithmetic")%>%head()



#monthlyreturns%>%head() %>% gt()
  
monthlyreturns%>%head()  %>%tk_tbl()%>%  
  kable(escape = F, align = "c") %>%
  kable_styling(c("striped", "condensed"), full_width = F)

ETF_returns %>%
    ggplot(aes(x = date, y = monthly.returns, group = symbol)) +
    geom_area(aes(fill = symbol), position = "stack") +
    labs(title = "Quantity Sold: Month Plot", x = "", y = "Sales",
         subtitle = "March through July tend to be most active") +
    theme(
    legend.position="top",
    legend.direction="horizontal",
    legend.title = element_blank(),
    text=element_text(size=8,  family="Comic Sans MS"),
    axis.text.x=element_text(angle=45,hjust=1,size = 9),
    axis.text.y=element_text(size = 8),
    legend.text = element_text(size=8)
)+
    scale_x_date(breaks = date_breaks("12 month"),labels=date_format("%b %Y") ) +
   # theme_tq()+
  #scale_color_viridis()
 #scale_color_continuous_tableau()
   scale_fill_viridis(discrete = T,option="B")

   #scale_color_viridis_d()