Displaying 1 result from an estimated 1 matches for "adjcloseprices".
2011 Dec 07
1
scatterplotting stock returns using quantmod and pairs()
...ng quantmod, and then scatterplot returns using pairs().
The following gets data for the list of tickers:
tickers <- c("SHY","TLT","SPY","IWM","GLD","IEV","ILF","EWJ","EPP","SAF","ASA")
AdjClosePrices <- do.call(merge, lapply(tickers, function(x) Ad(get(x)))) #get adjusted close prices
First try at getting returns and plotting:
AdjCloseReturns <- do.call(merge, lapply(tickers, function(x) dailyReturn(Ad(get(x))) ))
But the resulting pairs plot
pairs(data.matrix(AdjCloseReturns),cex=0.01)...