Launch the Stock Market Indices app — run

Starts an interactive 'shiny' application for exploring the major stock market indices of the Americas, Europe and Asia-Pacific, with daily prices from Yahoo Finance.

Usage

run_app(analytics = FALSE, keep_alive = TRUE, ...)

Arguments

analytics: TRUE to add Google Analytics, through the cookie banner shared with the sites of sedzinfo.github.io, which loads it only after the visitor accepts. Meant for the public deployment (see app.R); off by default, so that running the app yourself sends nothing.
keep_alive: TRUE (the default) to ping the server every 15 seconds while the page is open, so that proxies do not close idle connections. FALSE lets the app go to sleep when nobody uses it, as app.R does.
...: Further arguments passed to shiny::shinyApp(), for example options = list(port = 8080).

Value

A shiny::shinyApp() object. Printing it, or calling run_app() at the console, opens the app in the browser.

Details

The application has the following tabs:

Overview: A table of all the indices: the last close, the change on the day, this year and over a year, and how far each is below its all-time high.
Timeseries: Candlestick chart of the daily open, high, low and close of an index over its whole history, with its 50- and 200-day moving averages, and charts of the volume and of the drawdown (how far the index is below its all-time high) underneath.
Compare: Closes of up to 10 indices, normalized to 100 on the first date all of them have data.
Returns calendar: Monthly returns by year for the index selected in the Timeseries tab.
Seasonality: The returns of the index selected in the Timeseries tab by day of the week, week of the year, month or year of the US presidential cycle, with a test of whether the differences could be chance.
Volatility: Whether the volatility of the last weeks and the move of the last days of the index are normal, and a GARCH forecast of the next days with the value at risk.
Drawdowns: How far the index is below its all-time high, and how deep its earlier falls went and how long they took to recover.

The prices are downloaded from Yahoo Finance when an index is first picked and kept on disk between R sessions, so after the first download only the last two weeks are fetched, at most once an hour. No API key is needed, but an internet connection is.

Examples

if (interactive()) run_app()

# on a fixed port
if (interactive()) run_app(options = list(port = 8080))