/R_CS_08

Algorithmic Trading in R

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R_CS_08

Algorithmic Trading in R

Case-Study Title: Using Classification algorithms in financial markets (Stock Market Prediction)

Data Analysis methodology: CRISP-DM

Dataset: S&P-500 (The Standard and Poor's 500) Timeseries data from 2019 to 2022

Case Goal: Create an automatic financial trading algorithm for S&P-500 index (Algorithmic Trading)

Line chart of daily GSPC Close Price changes in 2022 CS_08_1

Candlestick chart of daily GSPC Close Price changes in the June of 2020 CS_08_2

Candlestick chart via RSI-14, EMA-20 and SMA-20 technical indices of daily GSPC Close Price changes in the first 6 months of 2020 CS_08_3

Daily Return changes of S&P-500 during 3 years (from 2019 to 2022) CS_08_4

The Histogram of Daily Return of S&P-500 during 3 years(from 2019 to 2022) CS_08_5

Line chart of virtual account balance changes from 3 January 2022 till 30 December 2022 managed by our AlgoTrading machine CS_08_6