Analysis and Presenting Stock Time Series Data with quantmod

chengjiun
2014-07-27

quantmod

easy to download stock price data.
full set of graphics function to show trend
basic technical analysis
Author: Jeffrey A. Ryan
CRAN: http://cran.r-project.org/web/packages/quantmod/index.html
http://www.quantmod.com/

library(quantmod)

Download Stock Price Time Series Data

Pick a stock, and download the data from yahoo finance or google finance.

data <- getSymbols("SPY", src = "yahoo", from = "2014-01-01", to = "2014-07-01", 
    auto.assign = FALSE)
head(data, 3)

           SPY.Open SPY.High SPY.Low SPY.Close SPY.Volume SPY.Adjusted
2014-01-02    184.0    184.1   182.5     182.9  119636900        181.2
2014-01-03    183.2    183.6   182.6     182.9   81390600        181.2
2014-01-06    183.5    183.6   182.1     182.4  108028200        180.7

Chart

Show the daily price with some technical indicator:

chartSeries(data, theme = chartTheme("white"), name = "SPY", type = "candlestick")

plot of chunk unnamed-chunk-3

Demo

Link: http://chengjiun.shinyapps.io/stockVis/
UI made with shiny

library(shiny)
#runApp(display.mode='showcase')