TECHNICAL ANALYSIS OF FTSE 100 INDEX USING QUANTMOD PACKAGE

Sorin Marius Pirnac
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Sorin Marius Pirnac: Academy of Economic Studies Faculty of Economic Informatics and Cybernetics

Annals of University of Craiova - Economic Sciences Series, 2015, vol. 2, issue 43, 114-122

Abstract: The goal of this article is to present the functionality of quantmod package to provide complex technical analysis for any financial time series ( shares, indices, forex pairs, bonds, commodities, etc). Using quantmod, a special package created for quantitative analysis in R programming language, we can create trading/investing strategies, algorithmic trading or Risk Management plans on short or long term. I selected 5 technical indicators for this analysis and I used daily prices for FTSE 100 from March 2012 to January 2015.

Keywords: Technical Analysis; R; FTSE; quantmod; financial markets; volatility; algorithmic trading (search for similar items in EconPapers)
JEL-codes: C13 C32 C52 G15 (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:aio:aucsse:v:2:y:2015:i:43:p:114-122

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