Displaying 20 results from an estimated 300 matches similar to: "scatterplotting stock returns using quantmod and pairs()"
2009 Jun 15
2
GARCH:: False Convergence
Dear R users,
I am trying to use tseries' garch function in order to determine the
volatility of a return series generated by quantmod. Here is the code that I
am using:
> library(quantmod)
> getSymbols("AAPL")
convert daily closing prices into continuous log returns
> dret<-dailyReturn(AAPL,type='log')
check to see that the autocorrelations decay
>
2011 Mar 12
3
pass character vector in instrument field of get.hist.quote function
I am new to R so I apologize if my question is trivial. I have not been able
to figure out whether what I want to do is even possible.
I have a data frame of stock ticker symbols which I store into R space from
a txt file as follows:
tickers <- read.csv("stocks.txt", header=FALSE, sep=",")
tickers <- tickers[1] / the tickers are stored in the first column
>
2012 Oct 06
1
Download limit
Hi all,
I am trying to use in RStudio the latest code given in
https://github.com/systematicinvestor/SIT/blob/master/R/bt.test.r,
which seems to work fine but with the following warning for download
limits (one for each of the tickers).
I searched in options() something which could be related to this
setting, w/o success.
Any hint for me in order to raise or remove these limits? Where is this
2010 Jun 04
5
R Newbie, please help!
Hello Everyone,
I just started a new job & it requires heavy use of R to analyze datasets.
I have a data.table that looks like this. It is sorted by ID & Date, there
are about 150 different IDs & the dataset spans 3 million rows. The main
columns of concern are ID, date, and totret. What I need to do is to derive
daily returns for each ID from totret, which is simply totret at time
2011 Mar 18
1
quantmod Some Single Letter Tickers Not getFin
Hi,
I have been learning the quantmod package over the last several days. I
went to check some of my data pulls against other sources and was
surprised to find that a few tickers that have single characters do not
successfully scrape from Google Finance using getFin(). Particularly
require(quantmod)
getFin("A")
getFin("E")
getFin("F")
getFin("G")
2011 Sep 19
2
text matching
Hi All,
I have a character vector by name tickers
> head(tickers,10)
V1
1 ADARSHPL.BO
2 AGR.V
3 AGU
4 AGU.TO
5 AIMCO.BO
6 ALUFLUOR.BO
7 AMZ.V
8 AVD
9 ANILPROD.BO
10 ARIES.BO
I would like to extract all elements that has ".BO" in it. I tried
> grep("\.BO",tickers)
Error: '\.' is an unrecognized
2017 Aug 02
1
Looping Through QuantMod Objects
Dear R Helpers,
I have run into a problem trying to perform a number of actions on a set
of quantmod data objects through a loop and I am hoping that this is an
easy problem for someone else as opposed to very difficult for me.
The example task is to get the first three objects of the quarterly
balance sheet for a number of companies from the getFinancials object and
put them together into a
2007 Dec 08
1
FW: R memory management
Hi,
I'm using R to collect data for a number of exchanges through a socket
connection and constantly running into memory problems even though task I
believe is not that memory consuming. I guess there is a miscommunication
between R and WinXP about freeing up memory.
So this is the code:
for (x in 1:length(exchanges.to.get)) {
tickers<-sqlQuery(channel,paste("SELECT Symbol
2009 Feb 03
1
Automatic creation of columns in zoo object
Hello, everyone
I have a question.
Assume I have the following zoo object:
me.la <- structure(c(1524.75, 1554.5, 1532.25, 1587.5, 1575.25, 1535.5,
1550, 1493.5, 1492.5, 1472.25, 1457.5, 1442.75, 1399, 1535.75,
1565.25, 1543.5, 1598.5, 1586.5, 1547, 1561.5, 1504.75, 1503.75,
1483.75, 1468.75, 1453.75, 1410, 1546.75, 1575.25, 1554, 1609,
1597.5, 1558.5, 1573, 1516.25, 1515.5, 1495, 1480, 1465,
2012 Mar 10
1
Generating abnormal returns in R
Hello
This is my first post on this forum and I hope someone can help me out.
I have a datafile (weeklyR) with returns of +- 100 companies.
I acquired this computing the following code:
library("tseries");
tickers = c("GSPC" , "BP" , "TOT" , "ENI.MI" , "VOW.BE" , "CS.PA" ,
"DAI.DE" , "ALV.DE" ,
2008 Mar 13
1
R Finance
Hi,
I am an R novice working with financial data. I am developing a
portfolio strategy evaluation technique to back-test the performance
of our screens; checking how the screened stock would've performed
over the period in question.
I am using quantmod in R to download the historical data from yahoo
and then analyzing it using PerformanceAnalytics. My problem is that,
as our screens are done
2009 Jul 24
1
adjusting grid on Xaxis ticks
Hello,
I have been trying to plot correctly a graph for 2 month now, with no success.I want to put a grid, adjusted on the X axis tickers.
Here is the way I build my X-Axis and my grid:
grid(11, NULL, col="grey40")
axis(2)
# build the tickers on the beginning of each monthticks.at <- seq(ISOdatetime(lastYear, 01, 01, hour=0, min=0, sec=0, tz="GMT"),
2008 Sep 05
1
casting help please
I have a data.frame which I believe is melted already and am having
trouble casting it to 'wide' format.
It looks something like
> (x <- data.frame(ticker=c(rep("A",5),rep("B",6)), date=c(1:5, 1:6),
value=c(NA,100*exp(rnorm(10,0,.1)))))
> cast(x, date ~ ticker) # this does what I want with toy data
But when I use my real data frame
>
2007 Sep 14
1
ISIN numbers into Bloomberg tickers
Hi R,
Can I convert ISIN numbers into Bloomberg tickers in the RBloomberg
package?
BR, Shubha
[[alternative HTML version deleted]]
2005 Apr 19
2
NTP on CentOS 3.4
Running CentOS 3.4, I enabled the ntpd service and noticed that it
opens up a hole in the firewall for ntp from 127.127.1.0. I look in
the ntpd initscript and see that it's reading in servers from
/etc/ntp/step-tickers. However, that file is empty...
/etc/ntp/ntpservers contains clock.redhat.com and clock2.redhat.com,
but ntpservers isn't used *anywhere*.
This looks like a bug, but
2015 Jul 10
0
[Bug 764] fully remove product and version information
https://bugzilla.mindrot.org/show_bug.cgi?id=764
ilf <ilf at zeromail.org> changed:
What |Removed |Added
----------------------------------------------------------------------------
Version|3.7.1p1 |-current
CC| |ilf at zeromail.org
--- Comment #20 from ilf <ilf at
2007 Jul 30
2
Reading T and F as strings
Hi,
I am trying to read a series of stock tickers into R, and I'm running
into trouble with Ford (F) and the old AT&T (T). Read.table seems to
interpret these as boolean values instead of strings, even when I set
colColumns to a vector of character(0)'s. Is there a way to convince it
to read them as strings?
Thanks in advance for the help,
David
2012 Oct 29
2
find the Best-ticker
i need to find the best ticker from the group of some tickers.?
i also need to know on what basis we calculate the best ticker?
i have some idea about the if the risk rate low, or the market price
high we can say the ticker is best.
but i dont know is it true.
Anyone can help me .
Thank you
--
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2012 Apr 14
2
Dynamic Variable Names?
Hi, I've written some R code that runs through a loop a certain number of
times. I want to save the output of each loop under a new variable name,
but I seem unable to do so.
I have a [10,1] matrix of stock tickers, and I want to save the output to
the variable name: paste(matrix[i,1],"rets",sep="").
Eg: AAPLrets would be the name of the variable that I would save the
2009 Oct 13
5
timekeeping on VMware guests
Howdy,
I am having time-drift issues on my CentOS VM. I had referred to
following documentation:
http://wiki.centos.org/TipsAndTricks/VMWare_Server , however it didn't
help. I used kickstart for creating this VM and I am listing important
steps in ref to timekeeping issue. Any comments or suggestion would be
appreciated.
-
CS.
-------------------
# For EL5 virtual machines, Append the