Analyzing stocks with Stock Explorer

Le Hoang Van
March 28, 2016

Overview

Stock Explorer is a Shiny application designed to track stocks performance and perform technical analyses. It include the following features:

  • Customize stock price charts with optional technical indicators.
  • Calculate returns from prices.
  • Generate summary statistics.
  • Compute historical VaR.

The application is part of the assignment project for the course Developing Data Products on Coursera.

Instruction and Disclaimers

If you are a first user, navigate to the 'How To' tab first to read the documentation to have an idea how to get started. The application acquires data from finance.yahoo.com.

DISCLAIMER 1: I did not write the original app. The idea and original codes are by Garrett Grolemund. I modified the original codes and added in several features that I felt useful.

DISCLAIMER 2: I am by no means a financial wizard or financial advisor. You may use this tool to assist with your trading but I will not be responsible for any losses that may occur as a result of using this tool.

Visual interface

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How is it done?

library(quantmod)
MSFT <- getSymbols("MSFT",src="yahoo", auto.assign = FALSE)
chartSeries(MSFT, type = "line", TA=c(addVo(),addBBands()), theme = "white")

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Future Development Ideas

Some features that can be implemented in later versions:

  • Ability to select and compare multiple stocks on the same charts
  • User input models in computing VaR: more options for time series models (ARMA(m,n) for conditional mean, GARCH/GJR-GARCH/EGARCH(p,q) for conditional volatility) and for innovations (Gaussian/t/skewed-t/GED).