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

## What exactly is ALIBABA stock price

[1] "BABA"
> chartSeries(Cl(BABA))
> retbaba <- dailyReturn(Cl(BABA), type='log')
> par(mfrow=c(2,2))
> acf(ret, main="BABA Return ACF");
> 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");
> pacf(ret^2, main="BABA Squared return PACF")
Error in pacf(ret^2, main = "BABA Squared return PACF") :
> 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)
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