Perform the following steps in R ,

1. Choose a portfolio of securities
   • Can be stocks, cryptocurrencies (tiker:^XBTS, BTC-USD, ETH-USD, etc.), commodities, or ETFs. You decide on the portfolio size, a minimum of two
2. For every stock, retrieve at least a couple of years data
   • retrieve the fundamental data you deem relevant
     • e.g., Financial statement data (quarterly at least), macroeconomics data (monthly or quarterly)
   • retrieval the daily trading data
     • Extract the technical analysis indicators
   • Retrieve data from social media (e.g. Twitter or other social media sources)
     • Analyze the data to calculate media attention level, sentiment, etc.
     • Hopefully, every team can think of at least one thing innovative in big data analytics, e.g. wallstreetbets factor, create TA for sentiments, geographic location analytics, and follower-followee social network, etc.

3. Identify good factors from the data

3. • Evaluate which factors predict the next period (e.g. week, month, year) return best
4. Execute the big data alpha model and report the performance