Financial Analysis of Indian Stocks using Quantmod on R.
Quantmod is a great tool for stock data analytics. Data from Indian Markets (BSE, NSE) can be imported by using stock codes on Yahoo! Finance. In this example, I am charting two pharma stocks.
Further analytics tools available in TTR for Quantmod can be used with following functions:
| Trend | ||
|---|---|---|
| Indicator | TTR Name | quantmod Name |
| Welles Wilder's Directional Movement Indicator | ADX | addADX |
| Double Exponential Moving Average | DEMA | addDEMA |
| Exponential Moving Average | EMA | addEMA |
| Simple Moving Average | SMA | addSMA |
| Parabolic Stop and Reverse | SAR | addSAR |
| Exponential Volume Weighted Moving Average | EVWMA | addEVWMA |
| Moving Average Convergence Divergence | MACD | addMACD |
| Triple Smoothed Exponential Oscillator | TRIX | addTRIX |
| Weighted Moving Average | WMA | addWMA |
| ZLEMA | ZLEMA | addZLEMA |
| Volatility | ||
| Indicator | TTR Name | quantmod Name |
| Average True Range | ATR | addATR |
| Bollinger Bands | BBands | addBBands |
| Price Envelope | N/A | addEnvelope |
| Momentum | ||
| Indicator | TTR Name | quantmod Name |
| Commodity Channel Index | CCI | addCCI |
| Chande Momentum Oscillator | CMO | addCMO |
| Detrended Price Oscillator | DPO | addDPO |
| momentum | addMomentum | |
| Rate of Change | ROC | addROC |
| Relative Strength Indicator | RSI | addRSI |
| Stocastic Momentum Index | SMI | addSMI |
| Williams %R | WPR | addWPR |
| Volume | ||
| Indicator | TTR Name | quantmod Name |
| Chaiken Money Flow | CMF | addCMF |
| Volume | N/A | addVo |