https://github.com/mlojek/wse-stock-analysis
Using statistics to prove a stock trading strategy
https://github.com/mlojek/wse-stock-analysis
r statistics stock-market trading-strategies
Last synced: 12 days ago
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Using statistics to prove a stock trading strategy
- Host: GitHub
- URL: https://github.com/mlojek/wse-stock-analysis
- Owner: mlojek
- Created: 2025-01-22T11:54:36.000Z (over 1 year ago)
- Default Branch: main
- Last Pushed: 2025-01-26T21:04:10.000Z (over 1 year ago)
- Last Synced: 2025-11-28T03:48:26.068Z (7 months ago)
- Topics: r, statistics, stock-market, trading-strategies
- Language: R
- Homepage:
- Size: 458 KB
- Stars: 2
- Watchers: 1
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
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README
# WSE stock analysis
Using statistics to prove a stock trading strategy.
## The strategy
We propose that buing stocks that dropped more than 8% in one day is a good and reliable trading strategy. To prove this, we'll use statistical tools and records of the 20 biggest stocks from Warsaw Stock Exchange (WSE) by market cap.
## Dataset:
We're using [this](https://www.kaggle.com/datasets/hadzio/warsaw-stock-exchage-onbalance-volume-obv) dataset from kaggle. It contains information about open, close, low and high prices for each stock for each trading day. We'll limit our tests to years 2010-2018, to exclude major global recessions.
## How to run
Firstly, make sure you have all the necessary libraries installed. In your R interpreter run:
```
source('install.r')
```
Download the dataset and move the CSV file to this directory. Rename it to `stock_data.csv`. Then in R interpreter run:
```
source('main.r')
```