Displaying 3 results from an estimated 3 matches for "yahooqf".
2012 Oct 11
2
simple parsing question?
I am using the getQuote function in the Quantmod package to retrieve the % change for a stock as follows:
> getQuote("aapl",what=yahooQF(c("Change Percent (Real-time)")))
Trade Time %Change (RT)
aapl 2012-10-11 03:41:00 N/A - -1.67%
How can I extract the numeric "change %" which is being returned as a factor so that I can use it in other calculations?
Thanks.
2008 Sep 09
2
yahoo finance into R
Hi R,
I am familiar with the basics of R.
To learn more I would like how to get data from Yahoo!finance directly into
R. So basically I want a data frame or matrix to do some data analysis.
How do I do this?
Thank you very much.
Thomas
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2013 Apr 13
0
help on smoothing volatility surface..
...timeSteps=150, gridPoints=149,
engine="CrankNicolson")$delta
}
# set what symbol you want vol surface for
underlying <- 'GOOG'
# set what your volatility forcast or assumption is
volforcast <- .25
# Get symbols current price
underlying.price <- getQuote(underlying,what=yahooQF("Last Trade (Price
Only)"))$Last
OC <- getOptionChain(underlying, NULL)
#check data
head(OC)
lputs <- lapply(OC, FUN = function(x) x$puts[grep("[A-Z]\\d{6}[CP]\\d{8}$",
rownames(x$puts)), ])
head(lputs) #check for NA values, yahoo returns all NA values sometimes
puts <...