Technical Analysis of Stock Prices

LZ Zhang
July 25, 2014

Introduction

My Shiny App is hosted at http://konnectome.shinyapps.io/DDP_shiny_stocks.

The App provides a dynamic and interactive way to retrieve and study historical stock prices on demand via R package quantmod with the following capabilities:

Study price and trading volume at multiple time frequencies such as Daily, Weekly, and Monthly;

Dynamically specify length of historical periods to examine via a slider widget in Shiny;

Interactively select technical anlaysis indicators to study price trending, momentum, and volatity characteristics;

Allows the user to choose logrithmic scale to display the price to detect trends more effectively;

Allows user to choose from multiple stocks.

Price Chart with Bollinger Band

[1] “MSFT” plot of chunk unnamed-chunk-1

Price Chart with Bollinger Band and MACD

[1] “YHOO” plot of chunk unnamed-chunk-2

Conclusion

This App can be extended in a number of different directions to become a full dashboard for data mining stock price patterns:

Select from many more stocks and/or allow user to dynamically input stock symbols;
Store historical prices of a much broader universe of stocks in a database and access dynamically from this database;
Implement many other indicators avaialbe via R packages quantmod and TTR;
Implement our own machine learning algorithms for data mining and predictive analytics with a fully functional backtesting engine.