Stock Analysis: Create a Buy Signal Filter using R and the Quantmod Package
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
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:
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.
Task 2: The Learners will learn how to pull Stock Data and construct an xts object using the getsymbols function in the quantmod package.
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.
Task 4: The Learner will build a histogram that will help in the threshold for the model Buy signal.
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.
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
Reviews
TOP REVIEWS FROM STOCK ANALYSIS: CREATE A BUY SIGNAL FILTER USING R AND THE QUANTMOD PACKAGE
The project was enlightening and I have developed a taste for coding.
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