4_Resolucao_homerwork3_LISTA_ARMA_Pratica

Universidade Federal de São Carlos Departamento de Economia Econometria Financeira Análise de séries temporais financeiras usando R Orientadora: Profa Dra. Andreza A. Palma Monitor: Alex Albuquerque Rodrigues Estudante:. Givanildo de Sousa Gramacho LISTA ARMA: prática

Instruções Gerais:

• Lembre-se de enviar o arquivo .rmd e também o .html gerado.

• Se vc preferir não usar o Rmarkdown, deve entregar a sua lista resolvida em um arquivo pdf e o script do R utilizado para resolver a lista.

1. Usando todos os passos vistos no módulo sobre ARMA, encontre o melhor modelo para os retornos diários do índice Ibovespa. Utilize o período de 2021 - presente. Você pode usar a função auto.arima, mas deve fazer a identificação do modelo usando as FAC e FACP, diagnóstico, etc. Para recordar, os passos são os seguintes:

1.1. Instalar os pacotes não instalados ainda e carregar as bibliotecas.

#install.packages("FinTS", repos='http://cran.us.r-project.org')
#install.packages("WriteXLS")
#install.packages('IRkernel')
#install.packages("tbl2xts", repos='http://cran.us.r-project.org')
# install.packages("forecast", repos='http://cran.us.r-project.org')
# install.packages('quadprog')
# install.packages('fracdiff')
# install.packages('lmtest')
# install.packages('timeDate')
# install.packages('urca')
# install.packages("tseries", repos='http://cran.us.r-project.org')
#install.packages("timeSeries", repos='http://cran.us.r-project.org')

# Limpar workspace 
rm(list = ls())

library(BatchGetSymbols) ### pegar dados yahoo finance (preços diárias ativos negociados em bolsa)

## Warning: package 'BatchGetSymbols' was built under R version 4.3.1

## Carregando pacotes exigidos: rvest

## Carregando pacotes exigidos: dplyr

## 
## Attaching package: 'dplyr'

## The following objects are masked from 'package:stats':
## 
##     filter, lag

## The following objects are masked from 'package:base':
## 
##     intersect, setdiff, setequal, union

## 

library(tidyverse)

## Warning: package 'tidyverse' was built under R version 4.3.1

## Warning: package 'ggplot2' was built under R version 4.3.1

## Warning: package 'readr' was built under R version 4.3.1

## ── Attaching core tidyverse packages ──────────────────────── tidyverse 2.0.0 ──
## ✔ forcats   1.0.0     ✔ readr     2.1.4
## ✔ ggplot2   3.4.2     ✔ stringr   1.5.0
## ✔ lubridate 1.9.2     ✔ tibble    3.2.1
## ✔ purrr     1.0.1     ✔ tidyr     1.3.0

## ── Conflicts ────────────────────────────────────────── tidyverse_conflicts() ──
## ✖ dplyr::filter()         masks stats::filter()
## ✖ readr::guess_encoding() masks rvest::guess_encoding()
## ✖ dplyr::lag()            masks stats::lag()
## ℹ Use the conflicted package (<http://conflicted.r-lib.org/>) to force all conflicts to become errors

library(FinTS)

## Warning: package 'FinTS' was built under R version 4.3.1

## Carregando pacotes exigidos: zoo
## 
## Attaching package: 'zoo'
## 
## The following objects are masked from 'package:base':
## 
##     as.Date, as.Date.numeric

library(WriteXLS)
library(xtable)

## Warning: package 'xtable' was built under R version 4.3.1

library(tbl2xts)

## Warning: package 'tbl2xts' was built under R version 4.3.1

library(forecast)

## Warning: package 'forecast' was built under R version 4.3.1

## Registered S3 method overwritten by 'quantmod':
##   method            from
##   as.zoo.data.frame zoo 
## 
## Attaching package: 'forecast'
## 
## The following object is masked from 'package:FinTS':
## 
##     Acf

library(tseries)

## Warning: package 'tseries' was built under R version 4.3.1

library(timeSeries)

## Warning: package 'timeSeries' was built under R version 4.3.1

## Carregando pacotes exigidos: timeDate
## 
## Attaching package: 'timeDate'
## 
## The following object is masked from 'package:xtable':
## 
##     align
## 
## 
## Attaching package: 'timeSeries'
## 
## The following object is masked from 'package:zoo':
## 
##     time<-

# Bibliotecas Graficos 
library(ggplot2)
library(cowplot)

## Warning: package 'cowplot' was built under R version 4.3.1

## 
## Attaching package: 'cowplot'
## 
## The following object is masked from 'package:lubridate':
## 
##     stamp

library(ggthemes) 

## Warning: package 'ggthemes' was built under R version 4.3.1

## 
## Attaching package: 'ggthemes'
## 
## The following object is masked from 'package:cowplot':
## 
##     theme_map

1.2. Carregue os retornos diários do índice Ibovespa, utilizando o período de 2021 - presente.

#ticker IBOVESPA a partir de 2021
tickers<-c("^BVSP")

ibov2<- BatchGetSymbols(tickers,
                                 first.date = '2021-01-03',
                                 last.date = Sys.time(),
                                 type.return = "log",
                                 freq.data = "daily")

## Warning: `BatchGetSymbols()` was deprecated in BatchGetSymbols 2.6.4.
## ℹ Please use `yfR::yf_get()` instead.
## ℹ 2022-05-01: Package BatchGetSymbols will soon be replaced by yfR.  More
##   details about the change is available at github
##   <<www.github.com/msperlin/yfR> You can install yfR by executing:
## 
## remotes::install_github('msperlin/yfR')
## This warning is displayed once every 8 hours.
## Call `lifecycle::last_lifecycle_warnings()` to see where this warning was
## generated.

## 
## Running BatchGetSymbols for:
##    tickers =^BVSP
##    Downloading data for benchmark ticker
## ^GSPC | yahoo (1|1) | Not Cached | Saving cache
## ^BVSP | yahoo (1|1) | Not Cached | Saving cache - Got 96% of valid prices | Good job!

ibov2 <- ibov2[[2]]
head(ibov2)

##   price.open price.high price.low price.close   volume price.adjusted
## 1     119024     120354    118062      118558  8741400         118558
## 2     118835     119790    116756      119223  9257100         119223
## 3     119377     120924    118917      119851 11638200         119851
## 4     119103     121983    119101      121956 11774800         121956
## 5     122387     125324    122386      125077 11085800         125077
## 6     125075     125075    122506      122807  9537600         122807
##     ref.date ticker ret.adjusted.prices ret.closing.prices
## 1 2021-01-04  ^BVSP                  NA                 NA
## 2 2021-01-05  ^BVSP         0.005593397        0.005593397
## 3 2021-01-06  ^BVSP         0.005253616        0.005253616
## 4 2021-01-07  ^BVSP         0.017411019        0.017411019
## 5 2021-01-08  ^BVSP         0.025269224        0.025269224
## 6 2021-01-11  ^BVSP        -0.018315530       -0.018315530

# Olhando os dados se estão ok ibov src   download.status total.obs perc.benchmark.dates threshold.decision
glimpse(ibov2)

## Rows: 638
## Columns: 10
## $ price.open          <dbl> 119024, 118835, 119377, 119103, 122387, 125075, 12…
## $ price.high          <dbl> 120354, 119790, 120924, 121983, 125324, 125075, 12…
## $ price.low           <dbl> 118062, 116756, 118917, 119101, 122386, 122506, 12…
## $ price.close         <dbl> 118558, 119223, 119851, 121956, 125077, 122807, 12…
## $ volume              <dbl> 8741400, 9257100, 11638200, 11774800, 11085800, 95…
## $ price.adjusted      <dbl> 118558, 119223, 119851, 121956, 125077, 122807, 12…
## $ ref.date            <date> 2021-01-04, 2021-01-05, 2021-01-06, 2021-01-07, 2…
## $ ticker              <chr> "^BVSP", "^BVSP", "^BVSP", "^BVSP", "^BVSP", "^BVS…
## $ ret.adjusted.prices <dbl> NA, 0.0055933967, 0.0052536156, 0.0174110193, 0.02…
## $ ret.closing.prices  <dbl> NA, 0.0055933967, 0.0052536156, 0.0174110193, 0.02…

# Eliminando os valores NA
ibov2= na.omit(ibov2)
glimpse(ibov2)

## Rows: 637
## Columns: 10
## $ price.open          <dbl> 118835, 119377, 119103, 122387, 125075, 123255, 12…
## $ price.high          <dbl> 119790, 120924, 121983, 125324, 125075, 124584, 12…
## $ price.low           <dbl> 116756, 118917, 119101, 122386, 122506, 123227, 12…
## $ price.close         <dbl> 119223, 119851, 121956, 125077, 122807, 123998, 12…
## $ volume              <dbl> 9257100, 11638200, 11774800, 11085800, 9537600, 89…
## $ price.adjusted      <dbl> 119223, 119851, 121956, 125077, 122807, 123998, 12…
## $ ref.date            <date> 2021-01-05, 2021-01-06, 2021-01-07, 2021-01-08, 2…
## $ ticker              <chr> "^BVSP", "^BVSP", "^BVSP", "^BVSP", "^BVSP", "^BVS…
## $ ret.adjusted.prices <dbl> 0.0055933967, 0.0052536156, 0.0174110193, 0.025269…
## $ ret.closing.prices  <dbl> 0.0055933967, 0.0052536156, 0.0174110193, 0.025269…

(a) Fazer uma análise visual da série, verificando os fatos estilizados.

# Função para plotar os gráficos para qualquer ação que deseja analisar. 
plot_graficos <- function(acao) {
  
  # Gráfico 1: preços
  p <- ggplot(acao, aes(ref.date, price.close)) +
    geom_line(color='#006600') +
    labs(x = "", y = 'Preço Fechamento',
         title = paste("Cotação Diária da", acao$ticker[1]),
         subtitle = "Período: de 05/01/2021 à 20/07/2023",
         caption = "Fonte: B3") +
    theme_economist()

  # Gráfico 2: retornos diários
  daily_returns <- acao %>% select(ref.date, ticker, ret.closing.prices)
  plot_returns <- ggplot(daily_returns) +
    geom_line(aes(x = ref.date, y = ret.closing.prices), color='#006600') +
    labs(x = "", y = 'Retornos',
         title = paste("Retornos da", acao$ticker[1]),
         subtitle = "Período: de 05/01/2021 à 20/07/2023",
         caption = "Fonte: B3") +
    theme_economist()

  # Gráfico 3: Retornos absolutos (abs)
  plot_volatility <- ggplot(daily_returns) +
    geom_line(aes(x = ref.date, y = abs(ret.closing.prices)), color='#006600') +
    labs(x = "", y = 'Retornos absolutos',
         title = paste("Retornos abs da", acao$ticker[1]),
         subtitle = "Período: de 05/01/2021 à 20/07/2023",
         caption = "Fonte: B3") +
    theme_economist()

  # Gráfico 4: qqplot
  qqplot <- ggplot(daily_returns, aes(sample = ret.closing.prices)) +
    stat_qq() +
    stat_qq_line() +
    labs(x = "Teórico", y = 'Amostra',
         title = "QQplot",
         subtitle = paste("Retornos diários da", acao$ticker[1]),
         caption = "Fonte: Elaborado a partir de dados da B3") +
    theme_economist()

  # Gráfico 5: Histograma
  histogram <- ggplot(daily_returns) +
    geom_histogram(aes(x = ret.closing.prices, y = after_stat(density)),
                   color = "white", fill = "Dark grey", linetype = "solid", alpha = 0.8, binwidth = 0.02) +
    geom_density(aes(x = ret.closing.prices, y = after_stat(density)), color = "black") +
    labs(x = "", y = 'Densidade',
         title = "Histograma",
         subtitle = paste("Retornos diários da", acao$ticker[1]),
         caption = "Fonte: Elaborado a partir de dados da B3") +
    theme_economist()

  # Plotar os gráficos juntos
  plot_grid(plot_returns, qqplot, plot_volatility, histogram, nrow = 2)
}

Plotar fatos estilizados do índice iBovespa

plot_graficos(ibov2)

Calcular estatísticas descritivas para cada ação

# Calcular estatísticas descritivas para cada ação
estatisticas <- ibov2 %>%
    group_by(ticker) %>%
    summarise(
      media = mean(ret.closing.prices),
      desvio_padrao = sd(ret.closing.prices),
      variancia = var(ret.closing.prices),
      curtose = kurtosis(ret.closing.prices),
      assimetria = skewness(ret.closing.prices)
    )
     # Adicionar coluna indicando se a distribuição é normal ou de cauda pesada
  estatisticas <- estatisticas %>%
    mutate(distribuicao = ifelse(curtose > 3, "Cauda Pesada", "Normal"))
    estatisticas

## # A tibble: 1 × 7
##   ticker     media desvio_padrao variancia curtose assimetria distribuicao
##   <chr>      <dbl>         <dbl>     <dbl>   <dbl>      <dbl> <chr>       
## 1 ^BVSP  0.0000450        0.0129  0.000168   0.701     -0.242 Normal

Função para calcular os graus de liberdade da distribuição t-Student

# Função para calcular os graus de liberdade da distribuição t-Student
df_t_student <- function(data) {
  n <- length(data)
  df <- ifelse(n < 30, n - 1, 30)
  return(df)
}

# Função para calcular estatísticas descritivas e plotar histograma
plot_estatisticas_histograma <- function(data, tickers) {
  # Plotar histograma
  grafico <- ggplot(data = data) +
    geom_histogram(aes(x = ret.closing.prices, y = after_stat(density)),
                   color = "black", fill = "white") +
    facet_wrap(~ticker, ncol = 2) +
    geom_density(aes(x = ret.closing.prices),
                 color = "blue", fill = "lightblue", alpha = 0.5) +
    stat_function(fun = dnorm,
                  args = list(mean = mean(data$ret.closing.prices), sd = sd(data$ret.closing.prices)),
                  color = "red", linetype = "dashed") +
    stat_function(fun = dt,
                  args = list(df = df_t_student(data$ret.closing.prices)),
                  color = "green", linetype = "dotted") +
    labs(x = "Retornos", y = "Densidade",
         title = "Distribuição Normal e t-Student",
         subtitle = "distribuicoes BVSP",
         caption = "Fonte: Dados da Acao") +
    theme_minimal()
  
  print(grafico)
}

# Chamar a função para as 4 ações desejadas
plot_estatisticas_histograma(ibov2, ticker)

## `stat_bin()` using `bins = 30`. Pick better value with `binwidth`.

Vamos selecionar os retornos diários da série do IBOVESPA e separar as datas da série de retornos, além de declarar a variável como série temporal.

daily_returns2 <- ibov2 %>% 
  select(ref.date,ret.closing.prices)

date2 <- daily_returns2 %>%
  select(ref.date) %>% 
  rename(date = ref.date) %>% 
  slice(-1)

daily_returns2 <- daily_returns2 %>%
  select(ret.closing.prices) %>% 
  slice(-1)

## declarando como série temporal através do comando as.ts
daily_returns2=as.ts(daily_returns2)

head(daily_returns2)

## Time Series:
## Start = 1 
## End = 6 
## Frequency = 1 
##      ret.closing.prices
## [1,]        0.005253616
## [2,]        0.017411019
## [3,]        0.025269224
## [4,]       -0.018315530
## [5,]        0.009651419
## [6,]       -0.015916577

# Convert daily_returns2 to a time series
daily_returns_ts <- ts(daily_returns2, frequency = 1)

# Identify the length of the time series
ts_length <- length(daily_returns_ts)

# Split the time series into training and test sets
training_data <- window(daily_returns_ts, end = ts_length - 20)
test_data <- window(daily_returns_ts, start = ts_length - 20)

head(training_data,2)

## Time Series:
## Start = 1 
## End = 2 
## Frequency = 1 
##      ret.closing.prices
## [1,]        0.005253616
## [2,]        0.017411019

tail(test_data,2)

## Time Series:
## Start = 635 
## End = 636 
## Frequency = 1 
##      ret.closing.prices
## [1,]        0.009314562
## [2,]        0.005473611

(b) Fazer a análise da FAC e da FACP. Objetivo é entender as autocorrelações da série de dados e nos ajudar a determinar qual o modelo e a ordem de defasagem escolher.

IDENTIFICAÇÃO DO MODELO

FAC e FACP

Para ter uma ideia do modelo a ser estimado, usamos as FAC e FACP. Podemos estipular o número máximo de defasagens a ser incluído através de lag.max.

acf(training_data, lag.max= 50) 

pacf(training_data, lag.max=50) 

tsdisplay(training_data, lag.max = 50)

Conclusão da identificação:

• Visualizando o ACF temos ruído branco e sem memoria, porém ACF onde nós da um MA(39) com lag em 39 com uma baixa correlação de 0.08 que está fora do intevalo de confiança.

• Visualizando o gráfico do ACFP temos ruído branco e sem memoria, porém ACFP onde nós dá um AR(39) com lag em 39 com uma baixa correlação de 0.10 que está fora do intevalo de confiança também.

• No modelo escolhido para iniciar a analise foi AR(39), o termo AR de ordem 39 permite que o modelo leve em consideração a dependência de longo prazo.

• Durante o processo foi escolhido o modelo AR(1), pois o modelo AR(1) rodaria tão bem quanto AR(39)

(c) Estimar o modelo baseado na defasagem escolhida pelos critérios FAC e FACP. Qual a estatística-t de cada parâmetro? Qual o valor dos critérios de informação (BIC e AIC)?

ESTIMAÇÃO DO MODELO

Vamos tentar primeiro um modelo AR(39) vs AR(1). O comando arima faz a estimação do modelo. É preciso inserir a base de dados e a ordem ARIMA desejada. No caso de um AR(39), temos um ARIMA(39,0,0) e no caso AR(1), temos ARIMA(1,0,0) . Sempre que a série for estacionária, a ordem I é zero, pois a variável é integrada de ordem zero (ou seja, temos ruído branco).

ar_39 <- arima(training_data, order = c(39, 0, 0))

# Obter os coeficientes
print(ar_39)

## 
## Call:
## arima(x = training_data, order = c(39, 0, 0))
## 
## Coefficients:
##           ar1      ar2     ar3     ar4      ar5     ar6     ar7     ar8     ar9
##       -0.0356  -0.0183  0.0049  0.0082  -0.0689  0.0072  0.0413  0.0164  0.0283
## s.e.   0.0400   0.0401  0.0401  0.0402   0.0402  0.0402  0.0402  0.0403  0.0403
##         ar10    ar11     ar12     ar13     ar14     ar15    ar16     ar17
##       0.0093  0.0408  -0.0094  -0.0475  -0.0471  -0.0561  0.0404  -0.0476
## s.e.  0.0402  0.0402   0.0402   0.0402   0.0403   0.0404  0.0405   0.0405
##         ar18    ar19    ar20    ar21    ar22     ar23    ar24     ar25    ar26
##       0.0371  0.0045  0.0082  0.0621  0.0072  -0.0481  0.0279  -0.0207  0.0023
## s.e.  0.0407  0.0407  0.0407  0.0407  0.0408   0.0407  0.0407   0.0407  0.0406
##          ar27    ar28     ar29     ar30     ar31     ar32    ar33    ar34
##       -0.0323  0.0186  -0.0353  -0.0784  -0.0461  -0.0378  0.0209  0.0782
## s.e.   0.0405  0.0405   0.0405   0.0405   0.0412   0.0414  0.0414  0.0415
##          ar35     ar36    ar37    ar38    ar39  intercept
##       -0.0202  -0.0084  0.0468  0.0181  0.1144      0e+00
## s.e.   0.0417   0.0416  0.0418  0.0418  0.0418      5e-04
## 
## sigma^2 estimated as 0.0001597:  log likelihood = 1817.82,  aic = -3553.64

# Obter o valor do BIC
bic_ar39 <- BIC(ar_39)

# Obter o valor do AIC
aic_ar_39 <- AIC(ar_39)

# Imprimir os valores do BIC e AIC
print(bic_ar39)

## [1] -3372.29

print(aic_ar_39)

## [1] -3553.644

# Retornar os valores de BIC, AIC e coeficientes
return_list <- list(BIC = bic_ar39, AIC = aic_ar_39)
return_list

## $BIC
## [1] -3372.29
## 
## $AIC
## [1] -3553.644

Testando e estimando outros modelos ARIMA.

arma_11 <- arima(training_data, order = c(1, 0, 1))

# Obter os coeficientes
print(arma_11)

## 
## Call:
## arima(x = training_data, order = c(1, 0, 1))
## 
## Coefficients:
##          ar1      ma1  intercept
##       0.6224  -0.6506      0e+00
## s.e.  0.5833   0.5630      5e-04
## 
## sigma^2 estimated as 0.0001696:  log likelihood = 1800.07,  aic = -3592.13

# Obter o valor do BIC
bic_arma11 <- BIC(arma_11)

# Obter o valor do AIC
aic_arma11 <- AIC(arma_11)


# Retornar os valores de coeficiente BIC e AIC
return_list <- list(BIC = bic_arma11, AIC = aic_arma11)
return_list

## $BIC
## [1] -3574.437
## 
## $AIC
## [1] -3592.13

arima_0 <- arima(training_data, order = c(0, 0, 0))

# Obter os coeficientes
print(arima_0)

## 
## Call:
## arima(x = training_data, order = c(0, 0, 0))
## 
## Coefficients:
##       intercept
##           0e+00
## s.e.      5e-04
## 
## sigma^2 estimated as 0.0001698:  log likelihood = 1799.66,  aic = -3595.32

# Obter o valor do BIC
bic_arima0 <- BIC(arima_0)

# Obter o valor do AIC
aic_arima0 <- AIC(arima_0)


# Retornar os valores de coeficiente BIC e AIC
return_list <- list(BIC = bic_arima0, AIC = aic_arima0)
return_list

## $BIC
## [1] -3586.475
## 
## $AIC
## [1] -3595.321

ar_1 <- arima(training_data, order = c(1, 0, 0))

# Obter os coeficientes
print(ar_1)

## 
## Call:
## arima(x = training_data, order = c(1, 0, 0))
## 
## Coefficients:
##           ar1  intercept
##       -0.0309      0e+00
## s.e.   0.0403      5e-04
## 
## sigma^2 estimated as 0.0001696:  log likelihood = 1799.95,  aic = -3593.91

# Obter o valor do BIC
bic_ar1 <- BIC(ar_1)

# Obter o valor do AIC
aic_ar_1 <- AIC(ar_1)

# Retornar os valores de coeficiente AR1, BIC e AIC
return_list <- list(BIC = bic_ar1, AIC = aic_ar_1)
return_list

## $BIC
## [1] -3580.639
## 
## $AIC
## [1] -3593.909

Conclusão de estimação de modelos

Conclusão de estimação de modelos

	AR(39)	AR(1)	ARIMA(1,0,1)	AR(0)
Número de coeficientes	39	1	2	0
BIC	-3453.7	-3699.6	-3655.1	-3705.3
AIC	-3635.8	-3713.0	-3672.9	-3714.2

• Analisando a tabela vimos que quanto menor os valor do BIC e AIC melhor, portanto o modelo mais adequado foi AR(1)

• Como o valor foi negativo, podemos selecionar o modelo com a estatística de testes mais próxima de \(- \infty\)

(d) Diagnóstico dos resíduos. Verificar se os resíduos se comportam como ruído branco.

Diagnóstico do modelo AR(39) e AR(1)

Após estimar o modelo, é preciso verificar se o mesmo é adequado através da análise dos resíduos, que devem ter o comportamento de ruído branco. Podemos ver isso através da estatística Q (teste de Box-Pierce e Ljung-Box), das FAC e FACP e da análise visual do gráfico dos resíduos.

tsdiag(ar_39)

tsdiag(ar_1)

Teste de diagnóstico com Box-Pierce test AR(39) vs AR(1)

Box.test(ar_39$residuals,lag=1) 

## 
##  Box-Pierce test
## 
## data:  ar_39$residuals
## X-squared = 0.0339, df = 1, p-value = 0.8539

Box.test(ar_1$residuals,lag=1) 

## 
##  Box-Pierce test
## 
## data:  ar_1$residuals
## X-squared = 0.00019186, df = 1, p-value = 0.9889

Conclusão do teste de Box-Pierce AR(39), a estatística Q é igual a 1.1361 e o número de graus de liberdade (df) é 1. O valor-p associado ao teste é 1. Isso significa que o valor-p é maior que o nível de significância usual (0.05), indicando que não há evidências suficientes para rejeitar a hipótese nula de que os resíduos do modelo são ruído branco.

Conclusão do teste de Box-Pierce AR(1), a estatística Q é igual a 0.00020267 e o número de graus de liberdade (df) é 1. O valor-p associado ao teste é 0.9886. Isso significa que o valor-p é maior que o nível de significância usual (0.05), indicando que não há evidências suficientes para rejeitar a hipótese nula de que os resíduos do modelo são ruído branco.

Teste de diagnóstico com Box-Ljung AR(39) vs AR(1)

Box.test(residuals(ar_39),  type="Ljung")

## 
##  Box-Ljung test
## 
## data:  residuals(ar_39)
## X-squared = 0.034065, df = 1, p-value = 0.8536

Box.test(residuals(ar_1),  type="Ljung")

## 
##  Box-Ljung test
## 
## data:  residuals(ar_1)
## X-squared = 0.00019279, df = 1, p-value = 0.9889

Conclusão do teste de Box-Ljung AR(39), a estatística Q é igual a 0.028406 e o número de graus de liberdade (df) é 1. O valor-p associado ao teste é 0.8662, o que significa que o valor-p é maior que o nível de significância usual (0.05). O modelo

Conclusão do teste de Box-Ljung AR(1) portanto nesse caso será escolhido para fazer as próximas previsões, a estatística Q é igual a 0.00020363 e o número de graus de liberdade (df) é 1. O valor-p associado ao teste é 0.9886, o que significa que o valor-p é maior que o nível de significância usual (0.05)

Assim como no teste de Box-Pierce, o resultado do teste de Box-Ljung indica que não há evidências suficientes para rejeitar a hipótese nula de que os resíduos do modelo são ruído branco. Isso sugere que os resíduos são aleatórios e independentes ao longo do tempo, o que é uma boa notícia em termos de adequação do modelo.

Gráfico ACF e PACF Residual do AR(39) vs AR(1)

acf(residuals(ar_39))

pacf(residuals(ar_39))

acf(residuals(ar_1))

pacf(residuals(ar_1))

Gráfico de resíduos do AR(39) vs AR(1)

plot.ts(ar_39$residuals)

plot.ts(ar_1$residuals)

Conclusão geral do diagnóstico para o modelos AR(39) vs AR(1)

O teste de Box-Pierce e Box-Ljung aplicados aos resíduos do modelo ARIMA(39, 0, 0) e modelo ARIMA(1, 0, 0), apresentou os seguintes resultados:

	Teste de Box-Pierce AR(39)	Teste Box-Ljung AR(39)	Teste de Box-Pierce AR(1)	Teste Box-Ljung AR(1)
Estatística Qui-Quadrado (X-squared):	0.029023	0.029162	0.00020267	0.00020363
Graus de liberdade (df):	1	1	1	1
Valor p:	0.8647	0.8644	0.9886	0.9886

Os teste de Box-Pierce e Box-Ljung é utilizado para avaliar a presença de autocorrelação nos resíduos de um modelo. Nesse caso, a hipótese nula (\(H_0\)) é de que não há autocorrelação nos resíduos, ou seja, os resíduos são independentes.

Com base nos resultados do teste de Box-Pierce e Box-Ljung, não foi encontrada evidência suficiente para rejeitar a hipótese nula. O valor-p de 0.8647 é maior que um limiar de significância comumente utilizado (por exemplo, 0.05), indicando que não há autocorrelação estatisticamente significativa nos resíduos.

Isso sugere que tanto o modelo ARIMA(39, 0, 0) e ARIMA(1, 0, 0) foi capaz de capturar a estrutura de autocorrelação dos dados e que os resíduos não apresentam autocorrelação significativa.

Portanto optaremos pelo modelo ARIMA(1,0,0) por ter menos parâmetros. Porém toda a análise será realizada um comparado com o outro.

Em resumo, com base no teste de Box-Pierce, não há evidência para rejeitar a hipótese nula de independência dos resíduos. Isso indica que o modelo ARIMA(39, 0, 0) é adequado para capturar a estrutura dos dados e os resíduos podem ser considerados aleatórios e independentes.

2. Para o modelo escolhido no exercício anterior, calcule as previsões para 5 períodos à frente, com seu intervalo de confiança correspondente. Lembre-se que a previsão é do tipo estático: apenas informações até o momento t são usadas para fazer previsões em t + k.

PREVISÕES AR(39) vs AR(1)

forecast<-predict(ar_39,n.ahead=20) 
#(4 passos a frente)
#Com desvio-padrão
predict(ar_39, n.ahead = 20, se.fit=T)

## $pred
## Time Series:
## Start = 617 
## End = 636 
## Frequency = 1 
##  [1] -0.0019203600  0.0024882290  0.0020728920  0.0020669739  0.0015992310
##  [6]  0.0002245906  0.0039811303 -0.0018545746 -0.0008085960 -0.0003077441
## [11]  0.0008199615  0.0054592463 -0.0010755766 -0.0035290017 -0.0025615509
## [16] -0.0025877705  0.0008284941 -0.0019879301 -0.0024460590  0.0004439424
## 
## $se
## Time Series:
## Start = 617 
## End = 636 
## Frequency = 1 
##  [1] 0.01263581 0.01264382 0.01264566 0.01264590 0.01264632 0.01267690
##  [7] 0.01267779 0.01268951 0.01269047 0.01269433 0.01269528 0.01270466
## [13] 0.01270666 0.01272150 0.01273376 0.01274964 0.01276078 0.01277379
## [19] 0.01278841 0.01278888

forecast<-predict(ar_1,n.ahead=20) 
#(4 passos a frente)
#Com desvio-padrão
predict(ar_1, n.ahead = 20, se.fit=T)

## $pred
## Time Series:
## Start = 617 
## End = 636 
## Frequency = 1 
##  [1]  1.613565e-04 -3.214932e-05 -2.617647e-05 -2.636083e-05 -2.635514e-05
##  [6] -2.635532e-05 -2.635531e-05 -2.635531e-05 -2.635531e-05 -2.635531e-05
## [11] -2.635531e-05 -2.635531e-05 -2.635531e-05 -2.635531e-05 -2.635531e-05
## [16] -2.635531e-05 -2.635531e-05 -2.635531e-05 -2.635531e-05 -2.635531e-05
## 
## $se
## Time Series:
## Start = 617 
## End = 636 
## Frequency = 1 
##  [1] 0.01302423 0.01303044 0.01303044 0.01303044 0.01303044 0.01303044
##  [7] 0.01303044 0.01303044 0.01303044 0.01303044 0.01303044 0.01303044
## [13] 0.01303044 0.01303044 0.01303044 0.01303044 0.01303044 0.01303044
## [19] 0.01303044 0.01303044

forecast(ar_39, 20)

##     Point Forecast       Lo 80      Hi 80       Lo 95      Hi 95
## 617  -0.0019203600 -0.01811380 0.01427308 -0.02668609 0.02284537
## 618   0.0024882290 -0.01371548 0.01869194 -0.02229321 0.02726967
## 619   0.0020728920 -0.01413317 0.01827896 -0.02271215 0.02685793
## 620   0.0020669739 -0.01413940 0.01827335 -0.02271853 0.02685248
## 621   0.0015992310 -0.01460768 0.01780614 -0.02318710 0.02638556
## 622   0.0002245906 -0.01602151 0.01647069 -0.02462168 0.02507086
## 623   0.0039811303 -0.01226612 0.02022838 -0.02086689 0.02882915
## 624  -0.0018545746 -0.01811684 0.01440769 -0.02672556 0.02301641
## 625  -0.0008085960 -0.01707209 0.01545490 -0.02568147 0.02406427
## 626  -0.0003077441 -0.01657618 0.01596069 -0.02518816 0.02457268
## 627   0.0008199615 -0.01544969 0.01708962 -0.02406233 0.02570225
## 628   0.0054592463 -0.01082243 0.02174093 -0.01944143 0.03035993
## 629  -0.0010755766 -0.01735982 0.01520867 -0.02598018 0.02382902
## 630  -0.0035290017 -0.01983226 0.01277426 -0.02846269 0.02140469
## 631  -0.0025615509 -0.01888052 0.01375742 -0.02751926 0.02239616
## 632  -0.0025877705 -0.01892710 0.01375156 -0.02757661 0.02240107
## 633   0.0008284941 -0.01552510 0.01718209 -0.02418217 0.02583916
## 634  -0.0019879301 -0.01835820 0.01438234 -0.02702410 0.02304824
## 635  -0.0024460590 -0.01883506 0.01394294 -0.02751088 0.02261876
## 636   0.0004439424 -0.01594567 0.01683355 -0.02462181 0.02550969

plot(forecast(ar_39, 20))

forecast(ar_1, 20)

##     Point Forecast       Lo 80      Hi 80       Lo 95      Hi 95
## 617   1.613565e-04 -0.01652987 0.01685258 -0.02536567 0.02568839
## 618  -3.214932e-05 -0.01673133 0.01666703 -0.02557134 0.02550704
## 619  -2.617647e-05 -0.01672536 0.01667301 -0.02556538 0.02551302
## 620  -2.636083e-05 -0.01672555 0.01667282 -0.02556556 0.02551284
## 621  -2.635514e-05 -0.01672554 0.01667283 -0.02556555 0.02551284
## 622  -2.635532e-05 -0.01672554 0.01667283 -0.02556556 0.02551284
## 623  -2.635531e-05 -0.01672554 0.01667283 -0.02556556 0.02551284
## 624  -2.635531e-05 -0.01672554 0.01667283 -0.02556556 0.02551284
## 625  -2.635531e-05 -0.01672554 0.01667283 -0.02556556 0.02551284
## 626  -2.635531e-05 -0.01672554 0.01667283 -0.02556556 0.02551284
## 627  -2.635531e-05 -0.01672554 0.01667283 -0.02556556 0.02551284
## 628  -2.635531e-05 -0.01672554 0.01667283 -0.02556556 0.02551284
## 629  -2.635531e-05 -0.01672554 0.01667283 -0.02556556 0.02551284
## 630  -2.635531e-05 -0.01672554 0.01667283 -0.02556556 0.02551284
## 631  -2.635531e-05 -0.01672554 0.01667283 -0.02556556 0.02551284
## 632  -2.635531e-05 -0.01672554 0.01667283 -0.02556556 0.02551284
## 633  -2.635531e-05 -0.01672554 0.01667283 -0.02556556 0.02551284
## 634  -2.635531e-05 -0.01672554 0.01667283 -0.02556556 0.02551284
## 635  -2.635531e-05 -0.01672554 0.01667283 -0.02556556 0.02551284
## 636  -2.635531e-05 -0.01672554 0.01667283 -0.02556556 0.02551284

plot(forecast(ar_1, 20))

Outra forma de plotar os gráfico de previsão com intervalo de confiança.

forecast_ar39 <- predict(ar_39, n.ahead = 20)

# Dataframe para armazenar as previsões e o desvio-padrão
forecast_data <- data.frame(
  Pred = forecast_ar39$pred,
  SE = forecast_ar39$se
)

# Plotar as previsões com o intervalo de confiança de 95%
# Plotar a série temporal original
plot(daily_returns2, xlab = "Data", ylab = "Retornos Diários", main = "Previsões ARIMA(39, 0, 0) com intervalo de confiança de 95%")

# Plotar as previsões e o intervalo de confiança
lines(forecast_data$Pred, col = "blue")
lines(forecast_data$Pred + 1.96 * forecast_data$SE, col = "red", lty = 2)
lines(forecast_data$Pred - 1.96 * forecast_data$SE, col = "red", lty = 2)

# Adicionar legenda
legend("topleft", legend = c("Previsão", "Intervalo de Confiança 95%"), col = c("blue", "red"), lty = c(1, 2))

# imprimir o dataframe forecast_data para visualizar as previsões e o desvio-padrão
print(forecast_data)

##             Pred         SE
## 1  -0.0019203600 0.01263581
## 2   0.0024882290 0.01264382
## 3   0.0020728920 0.01264566
## 4   0.0020669739 0.01264590
## 5   0.0015992310 0.01264632
## 6   0.0002245906 0.01267690
## 7   0.0039811303 0.01267779
## 8  -0.0018545746 0.01268951
## 9  -0.0008085960 0.01269047
## 10 -0.0003077441 0.01269433
## 11  0.0008199615 0.01269528
## 12  0.0054592463 0.01270466
## 13 -0.0010755766 0.01270666
## 14 -0.0035290017 0.01272150
## 15 -0.0025615509 0.01273376
## 16 -0.0025877705 0.01274964
## 17  0.0008284941 0.01276078
## 18 -0.0019879301 0.01277379
## 19 -0.0024460590 0.01278841
## 20  0.0004439424 0.01278888

forecast_ar1 <- predict(ar_1, n.ahead = 20)

# Dataframe para armazenar as previsões e o desvio-padrão
forecast_data <- data.frame(
  Pred = forecast_ar1$pred,
  SE = forecast_ar1$se
)

# Plotar as previsões com o intervalo de confiança de 95%
# Plotar a série temporal original
plot(daily_returns2, xlab = "Data", ylab = "Retornos Diários", main = "Previsões ARIMA(1, 0, 0) com intervalo de confiança de 95%")

# Plotar as previsões e o intervalo de confiança
lines(forecast_data$Pred, col = "blue")
lines(forecast_data$Pred + 1.96 * forecast_data$SE, col = "red", lty = 2)
lines(forecast_data$Pred - 1.96 * forecast_data$SE, col = "red", lty = 2)

# Adicionar legenda
legend("topleft", legend = c("Previsão", "Intervalo de Confiança 95%"), col = c("blue", "red"), lty = c(1, 2))

# imprimir o dataframe forecast_data para visualizar as previsões e o desvio-padrão
print(forecast_data)

##             Pred         SE
## 1   1.613565e-04 0.01302423
## 2  -3.214932e-05 0.01303044
## 3  -2.617647e-05 0.01303044
## 4  -2.636083e-05 0.01303044
## 5  -2.635514e-05 0.01303044
## 6  -2.635532e-05 0.01303044
## 7  -2.635531e-05 0.01303044
## 8  -2.635531e-05 0.01303044
## 9  -2.635531e-05 0.01303044
## 10 -2.635531e-05 0.01303044
## 11 -2.635531e-05 0.01303044
## 12 -2.635531e-05 0.01303044
## 13 -2.635531e-05 0.01303044
## 14 -2.635531e-05 0.01303044
## 15 -2.635531e-05 0.01303044
## 16 -2.635531e-05 0.01303044
## 17 -2.635531e-05 0.01303044
## 18 -2.635531e-05 0.01303044
## 19 -2.635531e-05 0.01303044
## 20 -2.635531e-05 0.01303044

Valores ajustados x observados AR(39) vs AR(1)

Para ter uma idéia do ajuste do modelo, plotamos a série observada com a série estimada:

plot(daily_returns2, col="red")
lines(fitted(ar_39),col="blue")

plot(daily_returns2, col="red")
lines(fitted(ar_1),col="blue")

FUNÇÃO AUTOARIMA

Escolhe a “melhor” configuração do modelo

auto.arima(daily_returns2)

## Series: daily_returns2 
## ARIMA(0,0,0) with zero mean 
## 
## sigma^2 = 0.0001675:  log likelihood = 1862.45
## AIC=-3722.89   AICc=-3722.89   BIC=-3718.44

Métricas MAE MSE RMSE para os modelos AR(39) vs AR(1)

# FORECASTS FOR AR(39) and AR(1)
forecast_39 <- forecast(ar_39, h = 20)
forecast_1 <- forecast(ar_1, h = 20)

# Calculate the MAE, MSE, and RMSE for AR(39)
mae_ar_39 <- mean(abs(forecast_39$mean - test_data))
mse_ar_39 <- mean((forecast_39$mean - test_data)^2)
rmse_ar_39 <- sqrt(mse_ar_39)

# Calculate the MAE, MSE, and RMSE for AR(1)
mae_ar_1 <- mean(abs(forecast_1$mean - test_data))
mse_ar_1 <- mean((forecast_1$mean - test_data)^2)
rmse_ar_1 <- sqrt(mse_ar_1)

# Print the results
cat("AR(39) - MAE:", mae_ar_39, "\n")

## AR(39) - MAE: 0.008238894

cat("AR(39) - MSE:", mse_ar_39, "\n")

## AR(39) - MSE: 0.0001000721

cat("AR(39) - RMSE:", rmse_ar_39, "\n")

## AR(39) - RMSE: 0.0100036

cat("AR(1) - MAE:", mae_ar_1, "\n")

## AR(1) - MAE: 0.008444095

cat("AR(1) - MSE:", mse_ar_1, "\n")

## AR(1) - MSE: 9.656227e-05

cat("AR(1) - RMSE:", rmse_ar_1, "\n")

## AR(1) - RMSE: 0.00982661

3. Utilize função BatchGetSymbols::GetSP500Stocks para baixar dados de todas ações ao atual índice SP500. Utilizando seus conhecimentos sobre dplyr, estime um modelo ARMA para os retornos de cada ação dos dados importados. No mesmo dataframe de saída, crie uma nova coluna com a previsão em t+1 de cada modelo. Qual ação possui maior expectativa de retorno?

# Limpar workspace 
rm(list = ls())
# Instalar e carregar as bibliotecas necessárias
#install.packages("BatchGetSymbols")
#install.packages("dplyr")
library(BatchGetSymbols)
library(dplyr)
library(tidyverse)
library(tseries)
library(ggplot2)
library(forecast)

# Tickers de um índice Ex: SP500 baixa todos os ticker do indice SP500

# Setar as datas
first.date <- Sys.Date() - 365
last.date <- Sys.Date()
freq.data <- 'daily'

# Setar o benchmark SP500
my.bench <- '^GSPC'

# Obter os tickers do índice SP500
sp500_stocks <- GetSP500Stocks()
tickers <- sp500_stocks$Tickers

# Baixar os dados
l.sp500 <- BatchGetSymbols(tickers = tickers, 
                           freq.data = freq.data,
                           bench.ticker = my.bench,
                           type.return = "log",
                           first.date = first.date,
                           last.date = last.date,
                           cache.folder = file.path(tempdir(), 'BGS_Cache'))

## 
## Running BatchGetSymbols for:
##    tickers =MMM, AOS, ABT, ABBV, ACN, ATVI, ADM, ADBE, ADP, AAP, AES, AFL, A, APD, AKAM, ALK, ALB, ARE, ALGN, ALLE, LNT, ALL, GOOGL, GOOG, MO, AMZN, AMCR, AMD, AEE, AAL, AEP, AXP, AIG, AMT, AWK, AMP, ABC, AME, AMGN, APH, ADI, ANSS, AON, APA, AAPL, AMAT, APTV, ACGL, ANET, AJG, AIZ, T, ATO, ADSK, AZO, AVB, AVY, AXON, BKR, BALL, BAC, BBWI, BAX, BDX, WRB, BRK.B, BBY, BIO, TECH, BIIB, BLK, BK, BA, BKNG, BWA, BXP, BSX, BMY, AVGO, BR, BRO, BF.B, BG, CHRW, CDNS, CZR, CPT, CPB, COF, CAH, KMX, CCL, CARR, CTLT, CAT, CBOE, CBRE, CDW, CE, CNC, CNP, CDAY, CF, CRL, SCHW, CHTR, CVX, CMG, CB, CHD, CI, CINF, CTAS, CSCO, C, CFG, CLX, CME, CMS, KO, CTSH, CL, CMCSA, CMA, CAG, COP, ED, STZ, CEG, COO, CPRT, GLW, CTVA, CSGP, COST, CTRA, CCI, CSX, CMI, CVS, DHI, DHR, DRI, DVA, DE, DAL, XRAY, DVN, DXCM, FANG, DLR, DFS, DIS, DG, DLTR, D, DPZ, DOV, DOW, DTE, DUK, DD, DXC, EMN, ETN, EBAY, ECL, EIX, EW, EA, ELV, LLY, EMR, ENPH, ETR, EOG, EPAM, EQT, EFX, EQIX, EQR, ESS, EL, ETSY, EG, EVRG, ES, EXC, EXPE, EXPD, EXR, XOM, FFIV, FDS, FICO, FAST, FRT, FDX, FITB, FSLR, FE, FIS, FI, FLT, FMC, F, FTNT, FTV, FOXA, FOX, BEN, FCX, GRMN, IT, GEHC, GEN, GNRC, GD, GE, GIS, GM, GPC, GILD, GL, GPN, GS, HAL, HIG, HAS, HCA, PEAK, HSIC, HSY, HES, HPE, HLT, HOLX, HD, HON, HRL, HST, HWM, HPQ, HUM, HBAN, HII, IBM, IEX, IDXX, ITW, ILMN, INCY, IR, PODD, INTC, ICE, IFF, IP, IPG, INTU, ISRG, IVZ, INVH, IQV, IRM, JBHT, JKHY, J, JNJ, JCI, JPM, JNPR, K, KDP, KEY, KEYS, KMB, KIM, KMI, KLAC, KHC, KR, LHX, LH, LRCX, LW, LVS, LDOS, LEN, LNC, LIN, LYV, LKQ, LMT, L, LOW, LYB, MTB, MRO, MPC, MKTX, MAR, MMC, MLM, MAS, MA, MTCH, MKC, MCD, MCK, MDT, MRK, META, MET, MTD, MGM, MCHP, MU, MSFT, MAA, MRNA, MHK, MOH, TAP, MDLZ, MPWR, MNST, MCO, MS, MOS, MSI, MSCI, NDAQ, NTAP, NFLX, NWL, NEM, NWSA, NWS, NEE, NKE, NI, NDSN, NSC, NTRS, NOC, NCLH, NRG, NUE, NVDA, NVR, NXPI, ORLY, OXY, ODFL, OMC, ON, OKE, ORCL, OGN, OTIS, PCAR, PKG, PANW, PARA, PH, PAYX, PAYC, PYPL, PNR, PEP, PFE, PCG, PM, PSX, PNW, PXD, PNC, POOL, PPG, PPL, PFG, PG, PGR, PLD, PRU, PEG, PTC, PSA, PHM, QRVO, PWR, QCOM, DGX, RL, RJF, RTX, O, REG, REGN, RF, RSG, RMD, RVTY, RHI, ROK, ROL, ROP, ROST, RCL, SPGI, CRM, SBAC, SLB, STX, SEE, SRE, NOW, SHW, SPG, SWKS, SJM, SNA, SEDG, SO, LUV, SWK, SBUX, STT, STLD, STE, SYK, SYF, SNPS, SYY, TMUS, TROW, TTWO, TPR, TRGP, TGT, TEL, TDY, TFX, TER, TSLA, TXN, TXT, TMO, TJX, TSCO, TT, TDG, TRV, TRMB, TFC, TYL, TSN, USB, UDR, ULTA, UNP, UAL, UPS, URI, UNH, UHS, VLO, VTR, VRSN, VRSK, VZ, VRTX, VFC, VTRS, VICI, V, VMC, WAB, WBA, WMT, WBD, WM, WAT, WEC, WFC, WELL, WST, WDC, WRK, WY, WHR, WMB, WTW, GWW, WYNN, XEL, XYL, YUM, ZBRA, ZBH, ZION, ZTS
##    Downloading data for benchmark ticker
## ^GSPC | yahoo (1|1) | Found cache file
## MMM | yahoo (1|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## AOS | yahoo (2|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## ABT | yahoo (3|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## ABBV | yahoo (4|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## ACN | yahoo (5|503) | Not Cached | Saving cache - Got 100% of valid prices | Good job!
## ATVI | yahoo (6|503) | Not Cached | Saving cache - Got 100% of valid prices | Good stuff!
## ADM | yahoo (7|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## ADBE | yahoo (8|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## ADP | yahoo (9|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## AAP | yahoo (10|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## AES | yahoo (11|503) | Not Cached | Saving cache - Got 100% of valid prices | Good stuff!
## AFL | yahoo (12|503) | Not Cached | Saving cache - Got 100% of valid prices | Feels good!
## A | yahoo (13|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## APD | yahoo (14|503) | Not Cached | Saving cache - Got 100% of valid prices | Good job!
## AKAM | yahoo (15|503) | Not Cached | Saving cache - Got 100% of valid prices | Good stuff!
## ALK | yahoo (16|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## ALB | yahoo (17|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## ARE | yahoo (18|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## ALGN | yahoo (19|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## ALLE | yahoo (20|503) | Not Cached | Saving cache - Got 100% of valid prices | Feels good!
## LNT | yahoo (21|503) | Not Cached | Saving cache - Got 100% of valid prices | Good stuff!
## ALL | yahoo (22|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## GOOGL | yahoo (23|503) | Not Cached | Saving cache - Got 100% of valid prices | Good stuff!
## GOOG | yahoo (24|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## MO | yahoo (25|503) | Not Cached | Saving cache - Got 100% of valid prices | Good job!
## AMZN | yahoo (26|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## AMCR | yahoo (27|503) | Not Cached | Saving cache - Got 100% of valid prices | Feliz que nem lambari de sanga!
## AMD | yahoo (28|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## AEE | yahoo (29|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## AAL | yahoo (30|503) | Not Cached | Saving cache - Got 100% of valid prices | Good stuff!
## AEP | yahoo (31|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## AXP | yahoo (32|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## AIG | yahoo (33|503) | Not Cached | Saving cache - Got 100% of valid prices | Good job!
## AMT | yahoo (34|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## AWK | yahoo (35|503) | Not Cached | Saving cache - Got 100% of valid prices | Feels good!
## AMP | yahoo (36|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## ABC | yahoo (37|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## AME | yahoo (38|503) | Not Cached | Saving cache - Got 100% of valid prices | Feels good!
## AMGN | yahoo (39|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## APH | yahoo (40|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## ADI | yahoo (41|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## ANSS | yahoo (42|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## AON | yahoo (43|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## APA | yahoo (44|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## AAPL | yahoo (45|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## AMAT | yahoo (46|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## APTV | yahoo (47|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## ACGL | yahoo (48|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## ANET | yahoo (49|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## AJG | yahoo (50|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## AIZ | yahoo (51|503) | Not Cached | Saving cache - Got 100% of valid prices | Feels good!
## T | yahoo (52|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## ATO | yahoo (53|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## ADSK | yahoo (54|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## AZO | yahoo (55|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## AVB | yahoo (56|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## AVY | yahoo (57|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## AXON | yahoo (58|503) | Not Cached | Saving cache - Got 100% of valid prices | Feliz que nem lambari de sanga!
## BKR | yahoo (59|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## BALL | yahoo (60|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## BAC | yahoo (61|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## BBWI | yahoo (62|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## BAX | yahoo (63|503) | Not Cached | Saving cache - Got 100% of valid prices | Boa!
## BDX | yahoo (64|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## WRB | yahoo (65|503) | Not Cached | Saving cache - Got 100% of valid prices | Feels good!
## BRK.B | yahoo (66|503) | Not Cached - Error in download..
## BBY | yahoo (67|503) | Not Cached | Saving cache - Got 100% of valid prices | Good job!
## BIO | yahoo (68|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## TECH | yahoo (69|503) | Not Cached | Saving cache - Got 100% of valid prices | Good stuff!
## BIIB | yahoo (70|503) | Not Cached | Saving cache - Got 100% of valid prices | Good stuff!
## BLK | yahoo (71|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## BK | yahoo (72|503) | Not Cached | Saving cache - Got 100% of valid prices | Good job!
## BA | yahoo (73|503) | Not Cached | Saving cache - Got 100% of valid prices | Good stuff!
## BKNG | yahoo (74|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## BWA | yahoo (75|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## BXP | yahoo (76|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## BSX | yahoo (77|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## BMY | yahoo (78|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## AVGO | yahoo (79|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## BR | yahoo (80|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## BRO | yahoo (81|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## BF.B | yahoo (82|503) | Not Cached - Error in download..
## BG | yahoo (83|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## CHRW | yahoo (84|503) | Not Cached | Saving cache - Got 100% of valid prices | Good stuff!
## CDNS | yahoo (85|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## CZR | yahoo (86|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## CPT | yahoo (87|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## CPB | yahoo (88|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## COF | yahoo (89|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## CAH | yahoo (90|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## KMX | yahoo (91|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## CCL | yahoo (92|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## CARR | yahoo (93|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## CTLT | yahoo (94|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## CAT | yahoo (95|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## CBOE | yahoo (96|503) | Not Cached | Saving cache - Got 100% of valid prices | Boa!
## CBRE | yahoo (97|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## CDW | yahoo (98|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## CE | yahoo (99|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## CNC | yahoo (100|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## CNP | yahoo (101|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## CDAY | yahoo (102|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## CF | yahoo (103|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## CRL | yahoo (104|503) | Not Cached | Saving cache - Got 100% of valid prices | Good stuff!
## SCHW | yahoo (105|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## CHTR | yahoo (106|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## CVX | yahoo (107|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## CMG | yahoo (108|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## CB | yahoo (109|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## CHD | yahoo (110|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## CI | yahoo (111|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## CINF | yahoo (112|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## CTAS | yahoo (113|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## CSCO | yahoo (114|503) | Not Cached | Saving cache - Got 100% of valid prices | Feels good!
## C | yahoo (115|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## CFG | yahoo (116|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## CLX | yahoo (117|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## CME | yahoo (118|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## CMS | yahoo (119|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## KO | yahoo (120|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## CTSH | yahoo (121|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## CL | yahoo (122|503) | Not Cached | Saving cache - Got 100% of valid prices | Mais contente que cusco de cozinheira!
## CMCSA | yahoo (123|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## CMA | yahoo (124|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## CAG | yahoo (125|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## COP | yahoo (126|503) | Not Cached | Saving cache - Got 100% of valid prices | Good stuff!
## ED | yahoo (127|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## STZ | yahoo (128|503) | Not Cached | Saving cache - Got 100% of valid prices | Feels good!
## CEG | yahoo (129|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## COO | yahoo (130|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## CPRT | yahoo (131|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## GLW | yahoo (132|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## CTVA | yahoo (133|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## CSGP | yahoo (134|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## COST | yahoo (135|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## CTRA | yahoo (136|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## CCI | yahoo (137|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## CSX | yahoo (138|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## CMI | yahoo (139|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## CVS | yahoo (140|503) | Not Cached | Saving cache - Got 100% of valid prices | Feels good!
## DHI | yahoo (141|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## DHR | yahoo (142|503) | Not Cached | Saving cache - Got 100% of valid prices | Mas bah tche, que coisa linda!
## DRI | yahoo (143|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## DVA | yahoo (144|503) | Not Cached | Saving cache - Got 100% of valid prices | Good job!
## DE | yahoo (145|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## DAL | yahoo (146|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## XRAY | yahoo (147|503) | Not Cached | Saving cache - Got 100% of valid prices | Feels good!
## DVN | yahoo (148|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## DXCM | yahoo (149|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## FANG | yahoo (150|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## DLR | yahoo (151|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## DFS | yahoo (152|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## DIS | yahoo (153|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## DG | yahoo (154|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## DLTR | yahoo (155|503) | Not Cached | Saving cache - Got 100% of valid prices | Good stuff!
## D | yahoo (156|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## DPZ | yahoo (157|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## DOV | yahoo (158|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## DOW | yahoo (159|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## DTE | yahoo (160|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## DUK | yahoo (161|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## DD | yahoo (162|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## DXC | yahoo (163|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## EMN | yahoo (164|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## ETN | yahoo (165|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## EBAY | yahoo (166|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## ECL | yahoo (167|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## EIX | yahoo (168|503) | Not Cached | Saving cache - Got 100% of valid prices | Feels good!
## EW | yahoo (169|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## EA | yahoo (170|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## ELV | yahoo (171|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## LLY | yahoo (172|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## EMR | yahoo (173|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## ENPH | yahoo (174|503) | Not Cached | Saving cache - Got 100% of valid prices | Good job!
## ETR | yahoo (175|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## EOG | yahoo (176|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## EPAM | yahoo (177|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## EQT | yahoo (178|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## EFX | yahoo (179|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## EQIX | yahoo (180|503) | Not Cached | Saving cache - Got 100% of valid prices | Feels good!
## EQR | yahoo (181|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## ESS | yahoo (182|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## EL | yahoo (183|503) | Not Cached | Saving cache - Got 100% of valid prices | Good job!
## ETSY | yahoo (184|503) | Not Cached | Saving cache - Got 100% of valid prices | Good job!
## EG | yahoo (185|503) | Not Cached | Saving cache - Got 100% of valid prices | Good job!
## EVRG | yahoo (186|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## ES | yahoo (187|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## EXC | yahoo (188|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## EXPE | yahoo (189|503) | Not Cached | Saving cache - Got 100% of valid prices | Mais faceiro que guri de bombacha nova!
## EXPD | yahoo (190|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## EXR | yahoo (191|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## XOM | yahoo (192|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## FFIV | yahoo (193|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## FDS | yahoo (194|503) | Not Cached | Saving cache - Got 100% of valid prices | Mais faceiro que guri de bombacha nova!
## FICO | yahoo (195|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## FAST | yahoo (196|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## FRT | yahoo (197|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## FDX | yahoo (198|503) | Not Cached | Saving cache - Got 100% of valid prices | Good job!
## FITB | yahoo (199|503) | Not Cached | Saving cache - Got 100% of valid prices | Feels good!
## FSLR | yahoo (200|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## FE | yahoo (201|503) | Not Cached | Saving cache - Got 100% of valid prices | Mas bah tche, que coisa linda!
## FIS | yahoo (202|503) | Not Cached | Saving cache - Got 100% of valid prices | Mais contente que cusco de cozinheira!
## FI | yahoo (203|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## FLT | yahoo (204|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## FMC | yahoo (205|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## F | yahoo (206|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## FTNT | yahoo (207|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## FTV | yahoo (208|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## FOXA | yahoo (209|503) | Not Cached | Saving cache - Got 100% of valid prices | Feels good!
## FOX | yahoo (210|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## BEN | yahoo (211|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## FCX | yahoo (212|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## GRMN | yahoo (213|503) | Not Cached | Saving cache - Got 100% of valid prices | Good stuff!
## IT | yahoo (214|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## GEHC | yahoo (215|503) | Not Cached | Saving cache - Got 60% of valid prices | OUT: not enough data (thresh.bad.data = 75%)
## GEN | yahoo (216|503) | Not Cached | Saving cache - Got 100% of valid prices | Good job!
## GNRC | yahoo (217|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## GD | yahoo (218|503) | Not Cached | Saving cache - Got 100% of valid prices | Good job!
## GE | yahoo (219|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## GIS | yahoo (220|503) | Not Cached | Saving cache - Got 100% of valid prices | Good job!
## GM | yahoo (221|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## GPC | yahoo (222|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## GILD | yahoo (223|503) | Not Cached | Saving cache - Got 100% of valid prices | Good job!
## GL | yahoo (224|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## GPN | yahoo (225|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## GS | yahoo (226|503) | Not Cached | Saving cache - Got 100% of valid prices | Feliz que nem lambari de sanga!
## HAL | yahoo (227|503) | Not Cached | Saving cache - Got 100% of valid prices | Feels good!
## HIG | yahoo (228|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## HAS | yahoo (229|503) | Not Cached | Saving cache - Got 100% of valid prices | Good job!
## HCA | yahoo (230|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## PEAK | yahoo (231|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## HSIC | yahoo (232|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## HSY | yahoo (233|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## HES | yahoo (234|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## HPE | yahoo (235|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## HLT | yahoo (236|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## HOLX | yahoo (237|503) | Not Cached | Saving cache - Got 100% of valid prices | Mais contente que cusco de cozinheira!
## HD | yahoo (238|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## HON | yahoo (239|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## HRL | yahoo (240|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## HST | yahoo (241|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## HWM | yahoo (242|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## HPQ | yahoo (243|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## HUM | yahoo (244|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## HBAN | yahoo (245|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## HII | yahoo (246|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## IBM | yahoo (247|503) | Not Cached | Saving cache - Got 100% of valid prices | Good job!
## IEX | yahoo (248|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## IDXX | yahoo (249|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## ITW | yahoo (250|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## ILMN | yahoo (251|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## INCY | yahoo (252|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## IR | yahoo (253|503) | Not Cached | Saving cache - Got 100% of valid prices | Feliz que nem lambari de sanga!
## PODD | yahoo (254|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## INTC | yahoo (255|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## ICE | yahoo (256|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## IFF | yahoo (257|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## IP | yahoo (258|503) | Not Cached | Saving cache - Got 100% of valid prices | Good stuff!
## IPG | yahoo (259|503) | Not Cached | Saving cache - Got 100% of valid prices | Good job!
## INTU | yahoo (260|503) | Not Cached | Saving cache - Got 100% of valid prices | Good job!
## ISRG | yahoo (261|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## IVZ | yahoo (262|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## INVH | yahoo (263|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## IQV | yahoo (264|503) | Not Cached | Saving cache - Got 100% of valid prices | Feels good!
## IRM | yahoo (265|503) | Not Cached | Saving cache - Got 100% of valid prices | Feels good!
## JBHT | yahoo (266|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## JKHY | yahoo (267|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## J | yahoo (268|503) | Not Cached | Saving cache - Got 100% of valid prices | Mais contente que cusco de cozinheira!
## JNJ | yahoo (269|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## JCI | yahoo (270|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## JPM | yahoo (271|503) | Not Cached | Saving cache - Got 100% of valid prices | Good job!
## JNPR | yahoo (272|503) | Not Cached | Saving cache - Got 100% of valid prices | Feels good!
## K | yahoo (273|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## KDP | yahoo (274|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## KEY | yahoo (275|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## KEYS | yahoo (276|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## KMB | yahoo (277|503) | Not Cached | Saving cache - Got 100% of valid prices | Mas bah tche, que coisa linda!
## KIM | yahoo (278|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## KMI | yahoo (279|503) | Not Cached | Saving cache - Got 100% of valid prices | Good job!
## KLAC | yahoo (280|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## KHC | yahoo (281|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## KR | yahoo (282|503) | Not Cached | Saving cache - Got 100% of valid prices | Good stuff!
## LHX | yahoo (283|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## LH | yahoo (284|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## LRCX | yahoo (285|503) | Not Cached | Saving cache - Got 100% of valid prices | Feels good!
## LW | yahoo (286|503) | Not Cached | Saving cache - Got 100% of valid prices | Good stuff!
## LVS | yahoo (287|503) | Not Cached | Saving cache - Got 100% of valid prices | Good stuff!
## LDOS | yahoo (288|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## LEN | yahoo (289|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## LNC | yahoo (290|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## LIN | yahoo (291|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## LYV | yahoo (292|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## LKQ | yahoo (293|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## LMT | yahoo (294|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## L | yahoo (295|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## LOW | yahoo (296|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## LYB | yahoo (297|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## MTB | yahoo (298|503) | Not Cached | Saving cache - Got 100% of valid prices | Good stuff!
## MRO | yahoo (299|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## MPC | yahoo (300|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## MKTX | yahoo (301|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## MAR | yahoo (302|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## MMC | yahoo (303|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## MLM | yahoo (304|503) | Not Cached | Saving cache - Got 100% of valid prices | Feels good!
## MAS | yahoo (305|503) | Not Cached | Saving cache - Got 100% of valid prices | Feels good!
## MA | yahoo (306|503) | Not Cached | Saving cache - Got 100% of valid prices | Good stuff!
## MTCH | yahoo (307|503) | Not Cached | Saving cache - Got 100% of valid prices | Feels good!
## MKC | yahoo (308|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## MCD | yahoo (309|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## MCK | yahoo (310|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## MDT | yahoo (311|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## MRK | yahoo (312|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## META | yahoo (313|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## MET | yahoo (314|503) | Not Cached | Saving cache - Got 100% of valid prices | Good stuff!
## MTD | yahoo (315|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## MGM | yahoo (316|503) | Not Cached | Saving cache - Got 100% of valid prices | Feels good!
## MCHP | yahoo (317|503) | Not Cached | Saving cache - Got 100% of valid prices | Feels good!
## MU | yahoo (318|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## MSFT | yahoo (319|503) | Not Cached | Saving cache - Got 100% of valid prices | Good job!
## MAA | yahoo (320|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## MRNA | yahoo (321|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## MHK | yahoo (322|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## MOH | yahoo (323|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## TAP | yahoo (324|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## MDLZ | yahoo (325|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## MPWR | yahoo (326|503) | Not Cached | Saving cache - Got 100% of valid prices | Mais contente que cusco de cozinheira!
## MNST | yahoo (327|503) | Not Cached | Saving cache - Got 100% of valid prices | Feels good!
## MCO | yahoo (328|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## MS | yahoo (329|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## MOS | yahoo (330|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## MSI | yahoo (331|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## MSCI | yahoo (332|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## NDAQ | yahoo (333|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## NTAP | yahoo (334|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## NFLX | yahoo (335|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## NWL | yahoo (336|503) | Not Cached | Saving cache - Got 100% of valid prices | Feels good!
## NEM | yahoo (337|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## NWSA | yahoo (338|503) | Not Cached | Saving cache - Got 100% of valid prices | Mais contente que cusco de cozinheira!
## NWS | yahoo (339|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## NEE | yahoo (340|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## NKE | yahoo (341|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## NI | yahoo (342|503) | Not Cached | Saving cache - Got 100% of valid prices | Good job!
## NDSN | yahoo (343|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## NSC | yahoo (344|503) | Not Cached | Saving cache - Got 100% of valid prices | Feliz que nem lambari de sanga!
## NTRS | yahoo (345|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## NOC | yahoo (346|503) | Not Cached | Saving cache - Got 100% of valid prices | Good stuff!
## NCLH | yahoo (347|503) | Not Cached | Saving cache - Got 100% of valid prices | Good job!
## NRG | yahoo (348|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## NUE | yahoo (349|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## NVDA | yahoo (350|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## NVR | yahoo (351|503) | Not Cached | Saving cache - Got 100% of valid prices | Mas bah tche, que coisa linda!
## NXPI | yahoo (352|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## ORLY | yahoo (353|503) | Not Cached | Saving cache - Got 100% of valid prices | Mais contente que cusco de cozinheira!
## OXY | yahoo (354|503) | Not Cached | Saving cache - Got 100% of valid prices | Feels good!
## ODFL | yahoo (355|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## OMC | yahoo (356|503) | Not Cached | Saving cache - Got 100% of valid prices | Good stuff!
## ON | yahoo (357|503) | Not Cached | Saving cache - Got 100% of valid prices | Feels good!
## OKE | yahoo (358|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## ORCL | yahoo (359|503) | Not Cached | Saving cache - Got 100% of valid prices | Good stuff!
## OGN | yahoo (360|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## OTIS | yahoo (361|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## PCAR | yahoo (362|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## PKG | yahoo (363|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## PANW | yahoo (364|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## PARA | yahoo (365|503) | Not Cached | Saving cache - Got 100% of valid prices | Feels good!
## PH | yahoo (366|503) | Not Cached | Saving cache - Got 100% of valid prices | Good stuff!
## PAYX | yahoo (367|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## PAYC | yahoo (368|503) | Not Cached | Saving cache - Got 100% of valid prices | Good job!
## PYPL | yahoo (369|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## PNR | yahoo (370|503) | Not Cached | Saving cache - Got 100% of valid prices | Good stuff!
## PEP | yahoo (371|503) | Not Cached | Saving cache - Got 100% of valid prices | Good stuff!
## PFE | yahoo (372|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## PCG | yahoo (373|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## PM | yahoo (374|503) | Not Cached | Saving cache - Got 100% of valid prices | Good job!
## PSX | yahoo (375|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## PNW | yahoo (376|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## PXD | yahoo (377|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## PNC | yahoo (378|503) | Not Cached | Saving cache - Got 100% of valid prices | Good job!
## POOL | yahoo (379|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## PPG | yahoo (380|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## PPL | yahoo (381|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## PFG | yahoo (382|503) | Not Cached | Saving cache - Got 100% of valid prices | Good stuff!
## PG | yahoo (383|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## PGR | yahoo (384|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## PLD | yahoo (385|503) | Not Cached | Saving cache - Got 100% of valid prices | Feels good!
## PRU | yahoo (386|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## PEG | yahoo (387|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## PTC | yahoo (388|503) | Not Cached | Saving cache - Got 100% of valid prices | Good stuff!
## PSA | yahoo (389|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## PHM | yahoo (390|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## QRVO | yahoo (391|503) | Not Cached | Saving cache - Got 100% of valid prices | Good stuff!
## PWR | yahoo (392|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## QCOM | yahoo (393|503) | Not Cached | Saving cache - Got 100% of valid prices | Good job!
## DGX | yahoo (394|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## RL | yahoo (395|503) | Not Cached | Saving cache - Got 100% of valid prices | Good job!
## RJF | yahoo (396|503) | Not Cached | Saving cache - Got 100% of valid prices | Good job!
## RTX | yahoo (397|503) | Not Cached | Saving cache - Got 100% of valid prices | Feels good!
## O | yahoo (398|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## REG | yahoo (399|503) | Not Cached | Saving cache - Got 100% of valid prices | Good stuff!
## REGN | yahoo (400|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## RF | yahoo (401|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## RSG | yahoo (402|503) | Not Cached | Saving cache - Got 100% of valid prices | Mais contente que cusco de cozinheira!
## RMD | yahoo (403|503) | Not Cached | Saving cache - Got 100% of valid prices | Mais faceiro que guri de bombacha nova!
## RVTY | yahoo (404|503) | Not Cached | Saving cache - Got 100% of valid prices | Good stuff!
## RHI | yahoo (405|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## ROK | yahoo (406|503) | Not Cached | Saving cache - Got 100% of valid prices | Feliz que nem lambari de sanga!
## ROL | yahoo (407|503) | Not Cached | Saving cache - Got 100% of valid prices | Mais contente que cusco de cozinheira!
## ROP | yahoo (408|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## ROST | yahoo (409|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## RCL | yahoo (410|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## SPGI | yahoo (411|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## CRM | yahoo (412|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## SBAC | yahoo (413|503) | Not Cached | Saving cache - Got 100% of valid prices | Good stuff!
## SLB | yahoo (414|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## STX | yahoo (415|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## SEE | yahoo (416|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## SRE | yahoo (417|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## NOW | yahoo (418|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## SHW | yahoo (419|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## SPG | yahoo (420|503) | Not Cached | Saving cache - Got 100% of valid prices | Mais faceiro que guri de bombacha nova!
## SWKS | yahoo (421|503) | Not Cached | Saving cache - Got 100% of valid prices | Good stuff!
## SJM | yahoo (422|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## SNA | yahoo (423|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## SEDG | yahoo (424|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## SO | yahoo (425|503) | Not Cached | Saving cache - Got 100% of valid prices | Good job!
## LUV | yahoo (426|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## SWK | yahoo (427|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## SBUX | yahoo (428|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## STT | yahoo (429|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## STLD | yahoo (430|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## STE | yahoo (431|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## SYK | yahoo (432|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## SYF | yahoo (433|503) | Not Cached | Saving cache - Got 100% of valid prices | Good stuff!
## SNPS | yahoo (434|503) | Not Cached | Saving cache - Got 100% of valid prices | Good stuff!
## SYY | yahoo (435|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## TMUS | yahoo (436|503) | Not Cached | Saving cache - Got 100% of valid prices | Feels good!
## TROW | yahoo (437|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## TTWO | yahoo (438|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## TPR | yahoo (439|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## TRGP | yahoo (440|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## TGT | yahoo (441|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## TEL | yahoo (442|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## TDY | yahoo (443|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## TFX | yahoo (444|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## TER | yahoo (445|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## TSLA | yahoo (446|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## TXN | yahoo (447|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## TXT | yahoo (448|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## TMO | yahoo (449|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## TJX | yahoo (450|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## TSCO | yahoo (451|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## TT | yahoo (452|503) | Not Cached | Saving cache - Got 100% of valid prices | Mais faceiro que guri de bombacha nova!
## TDG | yahoo (453|503) | Not Cached | Saving cache - Got 100% of valid prices | Good job!
## TRV | yahoo (454|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## TRMB | yahoo (455|503) | Not Cached | Saving cache - Got 100% of valid prices | Good stuff!
## TFC | yahoo (456|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## TYL | yahoo (457|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## TSN | yahoo (458|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## USB | yahoo (459|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## UDR | yahoo (460|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## ULTA | yahoo (461|503) | Not Cached | Saving cache - Got 100% of valid prices | Feels good!
## UNP | yahoo (462|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## UAL | yahoo (463|503) | Not Cached | Saving cache - Got 100% of valid prices | Good stuff!
## UPS | yahoo (464|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## URI | yahoo (465|503) | Not Cached | Saving cache - Got 100% of valid prices | Good stuff!
## UNH | yahoo (466|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## UHS | yahoo (467|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## VLO | yahoo (468|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## VTR | yahoo (469|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## VRSN | yahoo (470|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## VRSK | yahoo (471|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## VZ | yahoo (472|503) | Not Cached | Saving cache - Got 100% of valid prices | Good job!
## VRTX | yahoo (473|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## VFC | yahoo (474|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## VTRS | yahoo (475|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## VICI | yahoo (476|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## V | yahoo (477|503) | Not Cached | Saving cache - Got 100% of valid prices | Feels good!
## VMC | yahoo (478|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## WAB | yahoo (479|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## WBA | yahoo (480|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## WMT | yahoo (481|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## WBD | yahoo (482|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## WM | yahoo (483|503) | Not Cached | Saving cache - Got 100% of valid prices | Nice!
## WAT | yahoo (484|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## WEC | yahoo (485|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## WFC | yahoo (486|503) | Not Cached | Saving cache - Got 100% of valid prices | Feels good!
## WELL | yahoo (487|503) | Not Cached | Saving cache - Got 100% of valid prices | Feels good!
## WST | yahoo (488|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## WDC | yahoo (489|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## WRK | yahoo (490|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## WY | yahoo (491|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## WHR | yahoo (492|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## WMB | yahoo (493|503) | Not Cached | Saving cache - Got 100% of valid prices | Mais contente que cusco de cozinheira!
## WTW | yahoo (494|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## GWW | yahoo (495|503) | Not Cached | Saving cache - Got 100% of valid prices | Got it!
## WYNN | yahoo (496|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## XEL | yahoo (497|503) | Not Cached | Saving cache - Got 100% of valid prices | You got it!
## XYL | yahoo (498|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!
## YUM | yahoo (499|503) | Not Cached | Saving cache - Got 100% of valid prices | Well done!
## ZBRA | yahoo (500|503) | Not Cached | Saving cache - Got 100% of valid prices | Looking good!
## ZBH | yahoo (501|503) | Not Cached | Saving cache - Got 100% of valid prices | Feliz que nem lambari de sanga!
## ZION | yahoo (502|503) | Not Cached | Saving cache - Got 100% of valid prices | OK!
## ZTS | yahoo (503|503) | Not Cached | Saving cache - Got 100% of valid prices | Youre doing good!

Verificar os arquivos df.control e df.tickers

#head(l.sp500$df.control)
#head(l.sp500$df.tickers)

# Verificar se os dados foram baixados corretamente 

table(l.sp500$df.control$threshold.decision)

## 
## KEEP  OUT 
##  500    1

# Extrair as datas ações e retornos
data <- l.sp500$df.tickers %>%
  rename(Date = ref.date, Symbol = ticker, Returns = ret.closing.prices) %>%
  select(Date, Symbol, Returns)
head(data)

##         Date Symbol     Returns
## 1 2022-07-26    MMM          NA
## 2 2022-07-27    MMM -0.01351903
## 3 2022-07-28    MMM  0.01081552
## 4 2022-07-29    MMM  0.02023982
## 5 2022-08-01    MMM  0.00083737
## 6 2022-08-02    MMM -0.01129401

# Eliminando os valores NA
data = na.omit(data)# Eliminando os valores NA
head(data)

##         Date Symbol     Returns
## 2 2022-07-27    MMM -0.01351903
## 3 2022-07-28    MMM  0.01081552
## 4 2022-07-29    MMM  0.02023982
## 5 2022-08-01    MMM  0.00083737
## 6 2022-08-02    MMM -0.01129401
## 7 2022-08-03    MMM  0.01220044

tail(data)

##              Date Symbol      Returns
## 125494 2023-07-18    ZTS  0.002047958
## 125495 2023-07-19    ZTS -0.001111223
## 125496 2023-07-20    ZTS  0.004204393
## 125497 2023-07-21    ZTS  0.067044668
## 125498 2023-07-24    ZTS  0.011216934
## 125499 2023-07-25    ZTS  0.024327136

Passo 2: Estimar o modelo ARMA para os retornos de cada ação.

# Passo 2: Estimar o modelo ARMA para os retornos de cada ação

# Função para estimar o modelo ARMA com auto.arima()
fit_arma_model <- function(data) {
  model <- auto.arima(data$Returns)
  return(model)
}

# Agrupar os dados por símbolo e aplicar o modelo ARMA com auto.arima() para cada grupo
arma_models <- data %>%
  group_by(Symbol) %>%
  group_modify(~{
    model <- fit_arma_model(.x)
    .x$ARMA_Model <- list(model)
    return(.x)
  })

Passo 3: Criar uma nova coluna com a previsão em t+1 de cada modelo

# Passo 3: Criar uma nova coluna com a previsão em t+1 de cada modelo
data$ARMA_Predictions <- NA
for (i in seq_along(arma_models$Symbol)) {
  symbol <- arma_models$Symbol[i]
  model <- arma_models$ARMA_Model[[i]]
  pred <- forecast(model, h = 1)$mean
  data$ARMA_Predictions[data$Symbol == symbol] <- pred
}

Passo 4: Identificar a ação com maior expectativa de retorno, e identificar as 20 ações com maior expectativa de retorno em t+1

# Passo 4: Identificar a ação com maior expectativa de retorno
expected_returns <- data %>%
  group_by(Symbol) %>%
  summarise(mean_return = mean(ARMA_Predictions, na.rm = TRUE)) %>%
  drop_na(mean_return)

# Passo 4: Identificar as 20 ações com maior expectativa de retorno em t+1
top_5_returns <- expected_returns %>%
  arrange(desc(mean_return)) %>%
  head(20)

cat("As 20 ações com maior expectativa de retorno em t+1 são:\n")

## As 20 ações com maior expectativa de retorno em t+1 são:

for (i in seq_along(top_5_returns$Symbol)) {
  symbol <- top_5_returns$Symbol[i]
  mean_return <- top_5_returns$mean_return[i]
  
  cat("Ação:", symbol,
      "- Média de retorno:", sprintf("%.2f%%", mean_return * 100),
      "\n")
}

## Ação: GNRC - Média de retorno: 0.92% 
## Ação: AES - Média de retorno: 0.89% 
## Ação: ANSS - Média de retorno: 0.72% 
## Ação: GILD - Média de retorno: 0.63% 
## Ação: ON - Média de retorno: 0.60% 
## Ação: PHM - Média de retorno: 0.54% 
## Ação: WFC - Média de retorno: 0.53% 
## Ação: NVDA - Média de retorno: 0.48% 
## Ação: TYL - Média de retorno: 0.40% 
## Ação: LEN - Média de retorno: 0.32% 
## Ação: ADSK - Média de retorno: 0.31% 
## Ação: FFIV - Média de retorno: 0.30% 
## Ação: GE - Média de retorno: 0.30% 
## Ação: SYK - Média de retorno: 0.29% 
## Ação: CEG - Média de retorno: 0.29% 
## Ação: FICO - Média de retorno: 0.28% 
## Ação: BBY - Média de retorno: 0.25% 
## Ação: ACGL - Média de retorno: 0.24% 
## Ação: ODFL - Média de retorno: 0.24% 
## Ação: NOW - Média de retorno: 0.24%

4. Separe os dados do SP500 em duas partes, etapa de estimação e etapa de previsão. Suponha que você queira, por exemplo, comprar a ação quando a previsão de retorno for positiva, vendendo-a no dia seguinte. As previsões dos modelos ARIMA permitem a construção de uma estratégia de negociação lucrativa?

Após identificar e obter as ações com maior retorno, rodaria as previsões em um dia anterior e escolheria 7 ações, analisaria as ações em um homebroker e verificaria qual realmente está em tendência de alta e sua reputação no mercado e dividiria meu capital com as ações que obteve menor risco. Porém utilizaria FAC FACP e confirmaria com auto.arimaos critérios informações para analisar as ações e diagnóstico e partiria com a previsão do melhor modelo que se adequase aos meus dados.

# Extrair as datas ações e retornos
data2 <- l.sp500$df.tickers %>%
  rename(Date = ref.date, Stocks = ticker, Returns = ret.closing.prices) %>%
  select(Date,Stocks , Returns)

# Eliminando os valores NA
data2 = na.omit(data2)# Eliminando os valores NA


tail(data2)

##              Date Stocks      Returns
## 125494 2023-07-18    ZTS  0.002047958
## 125495 2023-07-19    ZTS -0.001111223
## 125496 2023-07-20    ZTS  0.004204393
## 125497 2023-07-21    ZTS  0.067044668
## 125498 2023-07-24    ZTS  0.011216934
## 125499 2023-07-25    ZTS  0.024327136

Função para estimar o modelo ARIMA com auto.arima()

Dividir os dados em etapa de estimação e etapa de previsão

Estimar o modelo ARIMA para os retornos de cada ação na etapa de estimação

# Função para estimar o modelo ARIMA com auto.arima()
fit_arima_model <- function(data) {
  model <- auto.arima(data$Returns)
  return(model)
}

# Dividir os dados em etapa de estimação e etapa de previsão
estimation_period <- data2 %>%
  group_by(Stocks) %>%
  slice(1:(n() - 1))

prediction_period <- data2 %>%
  group_by(Stocks) %>%
  slice(n())


# Estimar o modelo ARIMA para os retornos de cada ação na etapa de estimação
arima_models <- estimation_period %>%
  group_by(Stocks) %>%
  group_modify(~ {
    model <- fit_arima_model(.x)
    .x$ARIMA_Model <- list(model)
    return(.x)
  })

Criar uma nova coluna com a previsão em t+1 de cada modelo na etapa de previsão

Fazer a previsão em t+1

Atualizar a coluna ARIMA_Predictions no dataframe prediction_period

# Criar uma nova coluna com a previsão em t+1 de cada modelo na etapa de previsão
prediction_period$ARIMA_Predictions <- NA
for (i in seq_along(arima_models$Stocks)) {
  stock <- arima_models$Stocks[i]
  model <- arima_models$ARIMA_Model[[i]]
  
  # Fazer a previsão em t+1
  pred <- forecast(model, h = 1)$mean
  
  # Atualizar a coluna ARIMA_Predictions no dataframe prediction_period
  prediction_period$ARIMA_Predictions[prediction_period$Stocks == stock] <- pred
}

Filtrar apenas os dados com previsões disponíveis

Identificar as 5 ações com maior expectativa de retorno em t+1

# Filtrar apenas os dados com previsões disponíveis
prediction_period <- prediction_period %>%
  drop_na(ARIMA_Predictions)

# Identificar as 5 ações com maior expectativa de retorno em t+1
expected_returns <- prediction_period %>%
  group_by(Stocks) %>%
  summarise(mean_return = mean(ARIMA_Predictions, na.rm = TRUE)) %>%
  drop_na(mean_return)

top_5_returns <- expected_returns %>%
  arrange(desc(mean_return)) %>%
  head(5)

top_5_returns

## # A tibble: 5 × 2
##   Stocks mean_return
##   <chr>        <dbl>
## 1 GNRC       0.0102 
## 2 SCHW       0.00788
## 3 LVS        0.00529
## 4 INTC       0.00513
## 5 NVR        0.00479