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stock-analysis's Introduction

Stock Analysis

This repository contains scripts to analyze Apple stock prices and make a 5-day ahead price forecast. It was mostly done to showcase proper structure compared to my other projects which are practice scripts or parts of more advanced analysis using other programs (EViews, Gretl, Excel etc).

Usage

Fetching Data: The 01_data.R script fetches historical stock price data for Apple from Yahoo Finance and saves it as a CSV file in the data/ directory.

Cleaning Data: The 02_data_fix.R script reads the raw data, cleans it, and calculates log returns. The cleaned data is saved back to the data/ directory.

Exploratory Analysis: The 03_exploratory_analysis.R script performs exploratory data analysis and generates visualizations saved in the results/ directory.

Calculating Metrics: The 04_metrics.R script calculates moving averages and volatility, saving the results in the results/ directory.

Predictive Modeling: The 05_arima_modeling.R script builds an ARIMA model to forecast future stock prices, saving the model and forecasts in the results/ directory.

Requirements

  • quantmod
  • tidyverse
  • TTR
  • forecast
  • here

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