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Financial Stock Analysis Using Inference in Excel

We recently put together a fairly interesting Inference in Excel example that uses a collection of novel R packages to easily perform advanced financial stock analysis using minimal R code. Specifically, the Inference in Excel document:

  • downloads timely stock data
  • displays this stock data in a way that enables decision making
  • and performs customized analyses

To do this, the document leverages three R packages:

…and then performs a series of charted analyses, including trading volume, moving average, convergence/divergence indicators, and custom volatility calculations. I was really impressed by the degree of analysis depth and sophistication that could be accomplished using very little R code.

To better illustrate the example, we've assembled a four-minute screencast that goes through the process of creating and running the Inference in Excel document. The screencast also provides a sneak peek at the upcoming Run-In-Place and Inference in PowerPoint features coming in the next Inference for R release (due out this June!).

You can view the screencast on our Screencasts page, or by clicking on the screenshot below:

Comments

NO NO NO

We do not want quant-wanna-be diddlers to have any more power than they already have. Please help the world by restricting financial theorists to pencil and paper by removing any linkages to R functions that involve financial shindiggery!
Your children's children will appreciate it.

Seriously, your presentation and concept look great -- and it is interesting that you have gone all .Net in development.  Good luck.
I am going to try it out.
at 6/11/2009 2:58 PM
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