A quantmod demo

Bruno Hanzen
Dec. 11th, 2016

The application

  • The application demonstrates some features of the “quantmod” library
  • Select a stock member of the Dow Jones index (drop down list)
  • Select an indicator (drop down list)
  • The Graph displays the usual stock price chart + a plot of the selected indicator.

How is it done? - Load the data

The “getSymbol” function creates an XTS object named as the loaded symbol 

library(quantmod)
tick<-"AAPL"
name<-getSymbols(tick,src="yahoo")
name

[1] "AAPL"

symbol<-get(name)
head(symbol)

           AAPL.Open AAPL.High AAPL.Low AAPL.Close AAPL.Volume
2007-01-03     86.29     86.58    81.90      83.80   309579900
2007-01-04     84.05     85.95    83.82      85.66   211815100
2007-01-05     85.77     86.20    84.40      85.05   208685400
2007-01-08     85.96     86.53    85.28      85.47   199276700
2007-01-09     86.45     92.98    85.15      92.57   837324600
2007-01-10     94.75     97.80    93.45      97.00   738220000
           AAPL.Adjusted
2007-01-03      10.90416
2007-01-04      11.14619
2007-01-05      11.06681
2007-01-08      11.12147
2007-01-09      12.04533
2007-01-10      12.62176

In order to avoid unnecessary call to YAHOO, the “getSymbol” call is placed within a “reactive” statement. The data are not reloaded from YAHOO when the user selects another indicator for the same stock.

How is it done? - Plotting the data

Quantmod comes with a rich set of built-in indicators and graph. For example, we first plot a standard chart, then add Bollinger Bands.

chartSeries(symbol, name=tick, theme=chartTheme('white'), TA = "addBBands()")

plot of chunk unnamed-chunk-2

Conclusion

  • Quantmod is a powerful tool that lets you perform stock price analysis with very concise code
  • It includes powerful plotting tools