Showing posts with label ALIBABA stock price. Show all posts
Showing posts with label ALIBABA stock price. Show all posts

Sunday, January 12, 2020

ALIBABA stock price

What exactly is ALIBABA stock price


ALIBABA stock price

ALIBABA stock price acf
ALIBABA stock price ret

ALIBABA stock price bandwidth

ALIBABA stock price density

ALIBABA stock price quantiles

ALIBABA stock price

[1] "BABA"
> 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

Black-Scholes formula-R

 Black-Scholes formula-R > BlackScholes <- function(TypeFlag = c("c", "p"), S, X, Time, r, b, sigma) { TypeFla...