Publications by Market Analyzer
Extracting EOD Data from NSE
My prime interest being the Indian financial markets, the first step would be to get the data to play around. NSE India provides EOD of data as bhavcopies. The same are stored as zipped files at their servers. Downloading them one by one for a larger time frame will be very tedious, hence I will attempt to automate the process.There is a great to...
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Extracting EOD Data from BSE
Earlier, I had worked around to download Bhavcopy from NSE. Now, I would make a similar attempt to download the BSE BhavcopyObjective: Download Bhavcopy (Equity) from http://www.bseindia.com and save only relevant columns Date, Symbol, Name, Open, High, Low, Close, Last and Volume.Here is the R Code for the same#Define Working Directory, where fi...
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BSE Bhavcopy with Delivery Quantity
One of my TI forum members IV had a requirement for BSE Quotes along with Delivery Quantity. This made me implement “merge” function of R coding (thanks to the great work done by people behind various packages and guidance available on R Mailing lists).The task involves downloading files from two separate links and merging it on the basis of ...
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FII and DII turnover with effect on Nifty Downloader
My thirst for statistics has been increasing. IV had another requirement, which would eventually be useful to me as well. He currently downloads FII and DII buy and sell values and its impact on Nifty manually in Excel. He suggested me to try and automate this process in R. Wow! Some more learning of R, which would eventually help me in building ...
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Plotting Cumulative FII & DII Inflow against Nifty spot index
Now that I have the FII and DII Inflow along with Nifty Index, I tried my hands on charting!The objective is to plot the Cumulative FII, DII and Net Inflow and Nifty Index for current year (2011) on a single graph. This post takes inspiration from Deepak Shenoy’s post, wherein he has plotted some nice graphs.The approach is to read the file cre...
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Volume by Price Charts using R
R-Bloggers is a wonderful site which offers some great ideas for analysis.While I have been busy of late, hence could not do much with R, I was inspired by this post by Eric Nguyen on Volume by Price chart. This chart can be used with a great effect in ones trading strategies. It helps in identifying the support and resistance zones, and a break...
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