Shiny R code for multiple plots using ggplot2 and gridextra
Shiny R code for multiple plots using ggplot2 and gridextra Sample code to use shiny for multiple graphs in same plot Use ggplot2 and gridextra
Tag: Market
R code to download Options and Futures data from NSE
The code below can download daily bhav for Futures and Options from the NSE website. I have also include sample code that downloads indices level from the National Stock Exchange
Factor to explain factor
The new fama-french model replaces the existing five-factor model. The new five-factor fama-french model includes profitability and investment factors. Profitability factor: Robust minus weak operating profit (RWA )= (SR + BR) / 2 – (SW + BW) / 2 = [(SR – SW) + ( BR – BW)] / 2 Investment factor: Conservative minus aggressive Investment […]
Do we need stock exchanges?
Bombay stock exchange is one of the oldest stock exchanges in Asia. Currently, BSE, NSE and some more exchanges which are competing each other for success, clients and liquidity. The way the Indian market has opened up investment opportunities for the world , we can’t deny the role of these stock exchanges.But, one article that has made me think about […]
Overview of Indian Quant Mutual Funds
In a quant (quantitative) fund, an investor manager employs computer-based numeric and mathematical model to select securities. The computer-model determines buy or sell decision for the fund managers, avoiding human intervention. Quantitative model for investment has become widespread with the advent of modern computers and Internet connectivity. The use of complex theories of mathematics to […]
IIP data and Market (2011 January)
Industrial output in November grew at its slowest in a year and a half. The 2.7% rise was way below the 11.3% annual growth in the previous month and under the median forecast of 6.6% in a Reuters poll. Disappointing industrial output data was expected to drag market down. However market jumped back to 5860 […]
Banks are gold mines only in Q3
The title may surprise you, but you can’t ignore the statistics. Every sector shows its strength depending on the economy, government policies and supply/demand. Here is my observation on Banking sector: From 2003 to 2010, Banking sector has been doing well in Q3 except 2002. Using 2003-2010 NSE-Bankex data Average return in Q3: 21% Minimum […]
IIP data and January month
IIP(index of industrial production) data certainly have some influence on market. I am trying to compile previous 4-5 years data to take position with caution. Around 2nd week of January, Industrial Production data from April to November in previous are released. I assume better IIP data will push market upwards. My analysis only involves IIP […]