Stock Analysis: Create a Buy Signal Filter using R and the Quantmod Package

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In this Guided Project, you will:

How to pull down Stock Data using the R Quantmod Package

Ability to quickly calculate daily returns on stocks chosen

Ability to create Buy/Sell Signals based on RSI Index

Clock2 Hours
BeginnerBeginner
CloudNo download needed
VideoSplit-screen video
Comment DotsEnglish
LaptopDesktop only

In this 1-hour long project-based course, you will learn how to pull down Stock Data using the R quantmod package. You will also learn how to perform analytics and pass financial risk functions to the data. Note: This course works best for learners who are based in the North America region. We’re currently working on providing the same experience in other regions.

Skills you will develop

  • Stock Modelling
  • Quantmod
  • R Programming
  • Data Analysis
  • Creating Buy Filters

Learn step-by-step

In a video that plays in a split-screen with your work area, your instructor will walk you through these steps:

  1. Task 1: In this task the Learner will be introduced to the Course Objectives, which is to how to pull Stock Data for analytics using the R quantmod Package and create a Buy Filter (Trading Rule). There will be a short discussion about the Interface and an Instructor Bio.

  2. Task 2: The Learners will learn how to pull Stock Data and construct an xts object using the getsymbols function in the quantmod package.

  3. Task 3: The Learner will explore the lag function in R and how it is used to calculate a percentage stock change for a specified period.

  4. Task 4: The Learner will build a histogram that will help in the threshold for the model Buy signal.

  5. Task 5: The Learner will create a new vector using a For Loop over the data passing the Buy signal parameters. This will return a binary.

  6. Task 6: The learner will tie the Buy Signals to the data. A graph will then be created that will show both the buy signals and how the Signal performed on the specified data.

How Guided Projects work

Your workspace is a cloud desktop right in your browser, no download required

In a split-screen video, your instructor guides you step-by-step

Instructor

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Frequently asked questions

Frequently Asked Questions

More questions? Visit the Learner Help Center.