market_backward_time.Rmd

---
title: Moving the Stock Market Backwards in Time
---

```{r, echo=FALSE,warning=FALSE,message=FALSE}
library('tidyverse')
library('tidyquant')
library('tsibble')
library('dygraphs')

spy <- tq_get('SPY') %>% as_tsibble()

rawcpi <- tq_get('RATEINF/CPI_USA',get="quandl") %>%
  as_tsibble()

cpi <- rawcpi %>%
  filter(date >= ymd("2000-01-01")) %>%
  append_row(n=30) %>%
  fill_gaps() %>%
  tidyr::fill(value, .direction = "down")

adj_spy <- left_join(spy,cpi,by='date') %>%
  transmute(adj_close = close / value,adj_high = high / value, adj_low = low / value)

mostrecent <- adj_spy %>%
  pull(adj_close) %>%
  last()

inhistory <- adj_spy %>%
  filter(date <= ymd("2020-02-01")) %>%
  filter(adj_close <= mostrecent) %>%
  pull(date) %>%
  last()

risefall <- adj_spy %>%
  filter(date >= inhistory) %>%
  ggplot(aes(x = date, y = adj_close)) +
  geom_line() +
  geom_bbands(aes(high = adj_high, low = adj_low,close=adj_close),ma_fun=EMA,n=50)

## dygraph(xts(pull(risefall,adj_close),order.by=pull(risefall,date)))
risefall
```

The last time the inflation-adjusted S&P500 was this low was `r I(inhistory)`.