A brief look at election's effect on S&P 500

stocks.R

# Chris Riederer
# 2017-03-21
# Look at election's impact on stock market

library("MASS")
library(quantmod)
library(dplyr)
library(ggplot2)

# Pull in S&P data from Yahoo Finance
getSymbols("^GSPC", src="yahoo") 

# Convert to friendly dataframe
df <- as.data.frame(GSPC) %>%
  mutate(date = rownames(.),
         raw_change = GSPC.Close - GSPC.Open,
         change = raw_change / GSPC.Open)

# What do interesting days look like?
df %>% filter(date == "2016-11-07")
df %>% filter(date == "2016-11-08")
df %>% filter(date == "2016-11-09")
df %>% filter(date == "2017-03-21")

df %>%
  filter(date > "2015") %>%
  ggplot(aes(x=change, fill = date > "2016-11-08")) +
  geom_histogram(bins=200) + 
  geom_vline(xintercept=0.01487, color="red") +
  geom_vline(xintercept=-0.01483619, color="blue") +
  scale_x_continuous("Percent Change") +
  ggtitle("S&P 500 Performance (Red is Nov 9 2017)")

df %>%
  ggplot(aes(x=change)) +
  geom_histogram(bins=200) + 
  geom_vline(xintercept=0.01487, color="green") +
  geom_vline(xintercept=0.0147244, color="red") +
  geom_vline(xintercept=-0.01483619, color="blue") +
  scale_x_continuous("Percent Change") +
  ggtitle("S&P 500 Movements Since 2007")


fitdistr(df$change, "normal")