Practical Data Science – Analyzing Stock Market Data with R

In this class, we will explore various technical and quantitative analysis techniques using the R programming language. I will code as I go and explain what I am doing. All the code is included in PDFs attached to each lecture. I encourage you to code along to not only better understand the concepts but realize how easy they are.

What We’ll Cover

1. Easily access free, stock-market data using R and the quantmod package
2. Build great looking stock charts with quantmod
3. Use R to manipulate time-series data
4. Create a moving average from scratch
5. Access technical indicators with the TTR package
6. Create a simple trading systems by shifting time series using the binhf package
7. A look at trend-following trading systems using moving averages
8. A look at counter-trend trading systems using moving averages
9. Using more sophisticated indicators (ROC, RSI, CCI, VWAP, Chaikin Volatility)
10. Grouping stocks by theme to better understand them
11. Finding coupling and decoupling stocks within an index

What This Class Isn’t

This class isn’t about telling you how to trade or revealing secret trading methods, but to show how easy it is to explore the stock market using R so you can come up with your own ideas.