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 |