What exactly is ALIBABA stock price
> chartSeries(Cl(BABA))
> addADX()
Error in addADX() : only applicable to HLC series
> addRSI()
> addMomentum()
> retbaba <- dailyReturn(Cl(BABA), type='log')
> par(mfrow=c(2,2))
> acf(ret, main="BABA Return ACF");
Error in as.ts(x) : object 'ret' not found
> pacf(ret, main="BABA Return PACF");
Error in pacf(ret, main = "BABA Return PACF") : object 'ret' not found
> acf(ret^2, main="BABA Squared return ACF");
Error in as.ts(x) : object 'ret' not found
> pacf(ret^2, main="BABA Squared return PACF")
Error in pacf(ret^2, main = "BABA Squared return PACF") :
object 'ret' not found
> par(mfrow=c(2,2))
> acf(retbaba, main="BABA Return ACF");
> pacf(retbaba, main="BABA Return PACF");
> acf(retbaba^2, main="BABA Squared return ACF");
> pacf(retbaba^2, main="BABA Squared return PACF")
> par(mfrow=c(1,1))
> m=mean(retbaba);s=sd(retbaba);
> par(mfrow=c(1,2))
> hist(retbaba, nclass=40, freq=FALSE, main='BABA Return histogram');
> ;curve(dnorm(x,mean=m,sd=s), from = -0.3, to = 0.2, add=TRUE, col="red")
Error: unexpected ';' in ";"
> curve(dnorm(x,
+ mean=m,sd=s), from = -0.3, to = 0.2, add=TRUE, col="red")
> plot(density(retbaba), main='BABA Return empirical distribution');curve(dnorm(x,
+ mean=m,sd=s), from = -0.3, to = 0.2, add=TRUE, col="red")
> par(mfrow=c(1,1))
> kurtosis(retbaba)
[1] 2.144897
> plot(density(retbaba), main='BABA Return EDF - upper tail', xlim = c(0.1, 0.2),
+ ylim=c(0,2));
> curve(dnorm(x, mean=m,sd=s), from = -0.3, to = 0.2, add=TRUE, col="red")
> plot(density(retbaba), xlim=c(-5*s,5*s),log='y', main='BABA Density on log-scale')
> curve(dnorm(x, mean=m,sd=s), from=-5*s, to=5*s, log="y", add=TRUE,
+ col="red")
> qqnorm(retbaba);qqline(retbaba);
> chartSeries(retbaba)
> head(BABA)
BABA.Open BABA.High BABA.Low
2014-09-19 92.70 99.70 89.95
2014-09-22 92.70 92.95 89.50
2014-09-23 88.94 90.48 86.62
2014-09-24 88.47 90.57 87.22
2014-09-25 91.09 91.50 88.50
2014-09-26 89.73 90.46 88.66
BABA.Close BABA.Volume
2014-09-19 93.89 271879400
2014-09-22 89.89 66657800
2014-09-23 87.17 39009800
2014-09-24 90.57 32088000
2014-09-25 88.92 28598000
2014-09-26 90.46 18340000
BABA.Adjusted
2014-09-19 93.89
2014-09-22 89.89
2014-09-23 87.17
2014-09-24 90.57
2014-09-25 88.92
2014-09-26 90.46
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