If you are interested in finance and not sure about where to start, I recommend you to sign up for a course on coursera.org. Some contents can also be found at DataCamp, where R is nicely embedded in your internet browser.
Apart from technical analysis, which is seen with suspicion by academic scholars, you might be interested in a more scientific approach to finance as it is commonly based on the model proposed by Fama and French (1992 and 1993). If you are looking for data, Professor French provides a series of data sets for this purpose (see here).
- How to Download Portfolios and Factors from Fama and French Directly Within R
- The Fama and French Three Factor Model
Additionally, I can recommend to use the “Quandl” package to access data from the Quandl database. They have a remarkable variety of free financial data sets.