sgoley/market-matrix

Re-Creation in interactive Shiny App format of Crestmont Research / NY Times Stock Market Matrix

Hi there 👋

• 🔭 Currently building data products around the future of 🏘️residential investment with Avenue One. Previously, I worked on virtual 💳 payment services at Finexio, Healthcare Marketing at ARS as well as various other projects, personal and professional!
• 📚 I'm currently learning terraform, BigQuery, dbt, Looker, and more!
• 👯 I'm looking to collaborate on projects related to data infrastructure and architecture abstraction!
• 🎓 I'm Salesforce certified both as an Administrator (ADM201) and as a Heroku Architecture Designer.
• ❄️ I'm Snowflake certified for SnowPro Core (COF-C02) as of 2023.
• 💬 Ask me about data stacks! 🚢SHPPT stack: (https://github.com/sgoley/SHPPT-Data-Stack)
• ☁️ My current favorite cloud platform is GCP (https://cloud.google.com/)

market-matrix's Issues

Find market data feed (S&P daily close)

currently utilizing direct csv download of yahoo finance SP500 max historical download:

^GSPC / https://finance.yahoo.com/quote/%5EGSPC/history?p=%5EGSPC

Build matrix visual

Possibilities:

• Highchartr Matrix - http://jkunst.com/highcharter/hchart.html#matrix

• seaborn matrix
  https://rviews.rstudio.com/2018/04/17/reticulated-shiny/

• Plotly
  https://plot.ly/r/shinyapp-linked-click/

Continuous Integration / Build tags

Added to Travis Build path:

https://travis-ci.com/sgoley/Market-Matrix

Create tests / deployment checks + create success / failure criteria on Travis

Project Feature Write-Up

Goal is to create interactive version (with inputs, data feeds, calculation and graphics) of the below stock market matrix created by Crestmont Research and the NY Times.

In Investing, It’s When You Start And When You Finish

Individual parts of this project:

• Create the shiny app interface
• Find market data feed (S&P daily close)
• Backend calculations
• Build matrix visual
• Continuous Integration / Build tags
• Heroku hosting / publishing

Heroku hosting / publishing

Utilize Heroku buildpack with automatic rebuild on git commit.

https://github.com/virtualstaticvoid/heroku-buildpack-r/tree/heroku-16

Stretch goal: Heroku Build Patch / Tag / Version?

Create the shiny app interface

Web app top ribbon with:

• links to website
• source code
• repo
• linkedin

Input / Side bar with:

• Portfolio value
• year select
• exact date select (stretch)

Matrix Visual:

• year vs year returns % for each input year vs output year
• highlight of values selected by user
• color schema

Portfolio Visual

• performance of portfolio value ( numeric result)
• performance on daily / annual basis
• volatility calculations
• performance on sharpe scale

Benchmarks?

• Best period returns
• worst period returns

Backend calculations

Potential steps:

1. Filter SP500 object to first and last day of year only

2. Add calculated column of returns for year (open of 1st day to close of last day)

3. create matrix of values with:
   y value index of year start dates
   x value index of year end dates
   for each x/y calculate adjusted returns

4. sort y decreasing, sort x increasing

stretch goals: include inflation.