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Data Science Portfolio

Part 1 Analysis of stock market data and construction of stock index

1.1 Description

In this short project I want to explore a type of data I am not familiar with (i.e. stock data) and apply a set of techniques I have experience with (i.e. statistics and time series analysis). I will extract stock prices for the major computer manufacturing companies, build a fictional stock index, and analyze the fluctuations of prices over time.

The project relies on R libraries to extract stock data from databases. I then, either use functions from existing packages, or build my own package, to analyze stock data and build a custom stock index.

1.2 Goal

Analyze the effect of price fluctuations on different types of indexes, and process a market split. To do so, I ascribe constant arbitrary share amounts for each index component (see raw data) and use historic data to follow fluctuations in the market price.

1.3 Main tasks

  1. Download and analyze stock prices for selected components
  2. Build custom indexes
  3. Build a package/library of custom R functions
  4. Analyze market split