mcmc-stock

A technical analysis on some of the biggest tech stocks using R: Amazon (AMZN), Facebook (FB), Tesla (TSLA), Apple (AAPL) and Google (GOOGL) & a price simulation using random walk and monte carlo.

how to read repo:

library- packages I used to complete the project

logreturn- log return of stocks from 2008-2018

plotlyvisual- a visualization using plotly. a stock's risk vs avg return

chartseries- stock's latest movement, bollinger band, % change in bollinger, volume traded, moving average convergence divergence

return- stock distribution's daily return

correlation- correlation between the stocks

randomwalk- used to predict stock prices. ggplot used

montecarlo- used to replicate the random walk experiment to come up with a more accurate simulation. ggplot used

references:

1. https://plotly-book.cpsievert.me/scatter-traces.html

2. https://www.rstudio.com/wp-content/uploads/2015/03/ggplot2-cheatsheet.pdf

3. https://images.plot.ly/plotly-documentation/images/r_cheat_sheet.pdf

4. https://plot.ly/r/reference/#scatter-mode

5. https://www.quora.com/How-do-I-generate-correlation-matrices-through-R-QuantMod-for-stocks

6. https://www.investopedia.com/terms/m/montecarlosimulation.asp

7. https://www.investopedia.com/terms/m/movingaverage.asp

8. https://www.investopedia.com/terms/b/bollingerbands.asp

9. http://www.business-science.io/investments/2016/11/30/Russell2000_Analysis.html