2025-06-08

Financial Analysis of S&P500

By Sid Prasad DAT 301

close difference

  • What is the S&P500
  • Volatility of S&P500 over the years
  • Global Markets
  • Trading per day
  • conclusion

What is the S&P500

it is a cool market that includes the top 500 stocks of the USA, it fluctuates depends of market evaluations!

Difference Formula

The daily price difference is as:

\[ \Delta_t \;=\; C_t \;-\; O_t \]

index
- \(C_t\) is the closing on day \(t\)
- \(O_t\) is the opening on day \(t\)

Absolute Difference Formula

The absolute daily price difference is

\[ \lvert \Delta_t \rvert \;=\; \bigl\lvert C_t \;-\; O_t \bigr\rvert \]

where
- \(C_t\) is the closing price on day \(t\)
- \(O_t\) is the opening price on day \(t\)

Volatility of S&P500 over the years

## Global Markets the global markets can influence it due to trade wars that effects the imports and exports of specific companies

Trading per day

Trading per day code snippet

today <- df[1, ]
bar_df <- data.frame(
  t  = c("Open","High","Low"),
  v = c(today$Open, today$High, today$Low)
)
ggplot(bar_df, aes(x = t, y = v)) +
  geom_col()

conclusion

i liked this assignment, i want to break into quantitative trading this will be a useful tool in the future.