In EnriquePH/marketconf: Stock Market Confidence Indices from Yale School of Management

knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>"
)

Summary

The R package marketconf reads data on U. S. Stock Market Confidence Indexes from Yale School of Management's International Center for Finance web page.

This package is for stock market prediction and risk valuation, and it can be used with other packages like quantmod, TTR or tidyquant

Package installation

library(devtools)
devtools::install_github("EnriquePH/marketconf")

List available indices

The four U.S. Stock market confidence indexes are derived monthly from survey data on the investors' behevior. These indices are:

library(marketconf)
library(knitr)
kable(US_confidence_indices())

Search for index symbol description

index_symbol <- "USBODI"
get_index_description(index_symbol)

Search for index symbol information

index_symbol <- "USBODI"
get_index_info(index_symbol)

Load a given index into a data.frame

index_df <- get_index(index_symbol)
kable(head(index_df))

Plotting

This is a basic example that plots the U.S. Valuation Confidence Index:

library(ggplot2)

index_symbol <- "USVI"
index_df <- get_index(index_symbol)

ggplot(index_df, aes(x = Date, y = USVI.Value, color = Investor)) +
  geom_line() +
  ggtitle(get_index_description(index_symbol))

License

The markerconf package is licensed under the MIT License (MIT), but the Stock Market Confidence Indexes are produced and copyrighted by the International Center of Finance at the Yale School of Management. Please refer to the TERMS OF USE on Yale University's web page for further information.

EnriquePH/marketconf documentation built on Aug. 7, 2023, 1:36 p.m.