Wednesday, December 16, 2015

Defense Indexes vs. Mass Shooting


Political post here.
# Code to plot Defense indexes vs. Mass Shooting Tracker data from this post which
# you will need to get the 'GV' ('Gun Violence') data.
# You will also need a Quandl account (free) with API number.
# You will probably need to install these packages first
# e.g. install.packages()
library(lubridate)
library(zoo)
library(tseries)
library(stringi)
# install.packages("devtools")
library(devtools)
# install_github('quandl/R-package')
library(Quandl)
# Quandl.auth("[your auth code here")
Quandl.auth("tqu9yZSzGX2BJFS5aReL")
NAS2717 = Quandl("NASDAQOMX/NQUSB2717")
BEA3114Q = Quandl("BEA/NIPA_3_11_4_Q")
GOOGNYSEITA = Quandl("GOOG/NYSE_ITA")

colnames(NAS2717) <- c("Date","Index","High","Low","TMV","DMV")
s1 <- subset(NAS2717, ymd(Date) >= ymd('2013-01-01')  & ymd(Date) <= ymd('2015-12-14'))
with(arrange(s1,Date),plot(Index ~ ymd(Date),ylim=c(400,3250),col="purple"))
with(subset(GV,(Dead + Injured) >= 14),lines(lowess(((Dead + Injured) * 100) ~ ymd(Date)),type="l",col="blue",lwd=2.0))
with(GV,lines((Dead + Injured) * 100 ~ ymd(Date)))
with(GV,lines(lowess(((Dead + Injured) * 100) ~ ymd(Date)),type="l",col="blue",lwd=2.0))
abline(h=1400,col="red")
mtext("'NASDAQOMX/NQUSB2717' Defense Index (purple) vs. (100x scaled) Mass Shooting Tracker Database",line=-1)
mtext("Lowess >= 14 'Dead + Injured' (top) and lowess 'over all time' (bottom) in Blue", line=-2)
mtext("ABLINE >= 14 'Dead + Injured' (red)",line=-3)

s1 <- subset(GOOGNYSEITA, ymd(Date) >= ymd('2013-01-01')  & ymd(Date) <= ymd('2015-12-14'))
with(arrange(s1,Date),plot((Close * 2) ~ ymd(Date),ylim=c(40,325),col="purple"))
with(subset(GV,(Dead + Injured) >= 14),lines(lowess(((Dead + Injured) * 10) ~ ymd(Date)),type="l",col="blue",lwd=2.0))
with(GV,lines((Dead + Injured) * 10 ~ ymd(Date)))
with(GV,lines(lowess(((Dead + Injured) * 10) ~ ymd(Date)),type="l",col="blue",lwd=2.0))
abline(h=140,col="red")
mtext("'GOOG/NYSE_ITA' Defense ETF (purple) vs. (10x scaled) Mass Shooting Tracker Database",line=-1)
mtext("Lowess >= 14 'Dead + Injured' (top) and lowess 'over all time' (bottom) in Blue", line=-2)
mtext("ABLINE >= 14 'Dead + Injured' (red)",line=-3)

s1 <- subset(BEA3114Q, ymd(Date) >= ymd('2012-12-01')  & ymd(Date) <= ymd('2015-12-14'))
s1 <- s1[,1:2]
colnames(s1) <- c("Date","Expend") 
with(arrange(s1,Date),plot((Expend * 2) ~ ymd(Date),ylim=c(0,325)))
with(subset(GV,(Dead + Injured) >= 14),lines(lowess(((Dead + Injured) * 10) ~ ymd(Date)),type="l",col="blue",lwd=2.0))
with(GV,lines((Dead + Injured) * 10 ~ ymd(Date)))
with(GV,lines(lowess(((Dead + Injured) * 10) ~ ymd(Date)),type="l",col="blue",lwd=2.0))
abline(h=140,col="red")


# Charts
# Chart creation Macro
 jpeg_create <- function() {
 systime <- as.numeric(Sys.time())
 # dev.new()
 jpeg(filename = systime,
          width = 1224, height = 968, units = "px", pointsize = 16,
          quality = 100, bg = "white", res = NA, family = "", restoreConsole = TRUE,
          type = c("windows"))
 Sys.sleep(2)
   }

 
jpeg_create()  
colnames(NAS2717) <- c("Date","Index","High","Low","TMV","DMV")
s1 <- subset(NAS2717, ymd(Date) >= ymd('2013-01-01')  & ymd(Date) <= ymd('2015-12-14'))
with(arrange(s1,Date),plot(Index ~ ymd(Date),ylim=c(400,3250),col="purple"))
with(subset(GV,(Dead + Injured) >= 14),lines(lowess(((Dead + Injured) * 100) ~ ymd(Date)),type="l",col="blue",lwd=2.0))
with(GV,lines((Dead + Injured) * 100 ~ ymd(Date)))
with(GV,lines(lowess(((Dead + Injured) * 100) ~ ymd(Date)),type="l",col="blue",lwd=2.0))
abline(h=1400,col="red")
mtext("'NASDAQOMX/NQUSB2717' Defense Index (purple) vs. (100x scaled) Mass Shooting Tracker Database",line=-1)
mtext("Lowess >= 14 'Dead + Injured' (top) and lowess 'over all time' (bottom) in Blue", line=-2)
mtext("ABLINE >= 14 'Dead + Injured' (red)",line=-3)

jpeg_create()
s1 <- subset(GOOGNYSEITA, ymd(Date) >= ymd('2013-01-01')  & ymd(Date) <= ymd('2015-12-14'))
with(arrange(s1,Date),plot((Close * 2) ~ ymd(Date),ylim=c(40,325),col="purple"))
with(subset(GV,(Dead + Injured) >= 14),lines(lowess(((Dead + Injured) * 10) ~ ymd(Date)),type="l",col="blue",lwd=2.0))
with(GV,lines((Dead + Injured) * 10 ~ ymd(Date)))
with(GV,lines(lowess(((Dead + Injured) * 10) ~ ymd(Date)),type="l",col="blue",lwd=2.0))
abline(h=140,col="red")
mtext("'GOOG/NYSE_ITA' Defense ETF (purple) vs. (10x scaled) Mass Shooting Tracker Database",line=-1)
mtext("Lowess >= 14 'Dead + Injured' (top) and lowess 'over all time' (bottom) in Blue", line=-2)
mtext("ABLINE >= 14 'Dead + Injured' (red)",line=-3)
  

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