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dplyr allows the user to avoid loops. 

The loops are replaced by group_by() if data is well gathered into a tidy data frame.

E.g.:

  data <- data.frame(
  date = rep(c(1,2,3,4), each=25),
  Tickers = rep(c("A", "B", "C", "D")),
  Returns = rnorm(100),
  Weights = rnorm(100)
  ) %>% tbl_df()
  
  data %>% group_by(date, Tickers) %>% do(head(.,2)) 
# Principle being:
  data %>% group_by(date) %>% do(function(x))