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2013 May 16
1
To List or Not To List
...21 rows of data. Each data frame contains the daily stock price history for an equity traded on one of the U.S. markets. I wanted to get an historical price change for each of the days on the file. If one were working with a single data from for IBM then the command is if(nrow(IBM)>129){IBM$Mo129<-ROC(IBM[,"Close"],n=129)} to get the Rate Of Change of the stock price relative to 129 trading days ago. This function is in the TTR library which is called by quantmod. So it strikes me that in one sense this is a simple fixed costs vs. variable costs question: Is it worth it to...