Displaying 20 results from an estimated 10000 matches similar to: "Indirect references"
2011 Dec 07
1
scatterplotting stock returns using quantmod and pairs()
I want to get data for a set of ticker symbols and compute the daily return of the adjusted close using 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")
2012 Dec 06
1
Fuction Error
I'm calling a list of symbols and then using a function to build a data
frame from that symbol list. It works great until I introduce this index
symbol from yahoo '^GSPC'. When and index symbol is introduced I get and
error which is below.
> Data <- symbolFrame(symbols)
Error in get(S) : object '^GSPC' not found
Since R does not like the ^ in front of a name it
2011 Feb 23
3
Using string to call/manipulate an object
I am using getSymbols function from quantmod package to get price data from
internet.
Currently I have:
my.ticker <- "IBM"
getSymbols(my.ticker,src="google")
This creates an xts object named my.ticker which contains historical price
data for IBM.
How can I call and manipulating this xts object using my original string
my.ticker?
I want to do:
colnames(my.ticker) <-
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
2012 Jul 07
1
Getting objects from quantmod ticker list
Hi all,
I would need to put datas downloaded with quantmod into a matrix or a data
frame.
Suppose to start from here:
*require(quantmod)
ticker.list <- c('AAA', 'ALTSALES', 'AMBNS', 'AMBSL', 'BAA', 'EMRATIO',
'FEDFUNDS', 'GASPRICE', 'GS1', 'GS10', 'GS20', 'LNS14100000', 'MORTG',
2017 Dec 27
1
Error in dimnames in R
Could anyone help me with some little problem? When I plot the frontier I
get the following message: *"Error in dimnames(x) <- dn : length of
'dimnames' [1] not equal to array extent"*(see below for detail). How could
I solve this. Thanks a lot.
##---------------------------- Portfolio construction &
Optimisation------------------------
#Assets: LUTAX,
2012 May 22
1
Quantmod, Xts, TTR and Postgresql
Hi Everyone,
I'm currently using the latest build of R and R-Studio server (both are
amazing products)
I'm still very new to this but I came across this issue:
I'm trying to do a select from postgres and put the data into and xts
object like so:
# Libs
library('RPostgreSQL') # http://code.google.com/p/rpostgresql/
library('quantmod')
library('TTR')
2012 Oct 19
1
to.yearly()
v="IBM"
library(quantmod)
v
v1=getSymbols(v)
to.yearly(v1)
===============================
when i pass the value through a variable in to.yearly() function it shows
the error msg like
"Error in try.xts(x) :
Error in UseMethod("as.xts") : no applicable method for 'as.xts' applied
to an object of class "character""
i need the result of OHLC
2017 Aug 07
1
tidyquant error downloading symbols for Index
Hi R Helpers,
I recently tried to take advantage of the ability to download all the
tickers in the S&P 500 using the functionality of tidyquant, but it threw
an error.
For summary, the set of commands that I ran was
library(tidyquant)
tq_index_options()
tq_index("SP500")
sessionInfo()
R feedback including error message and sessionInfo are provided below.
Guidance would be
2011 Nov 20
2
Continuasly Compunded Returns with quantmod-data
Hey guys,
i want to calculate the continuasly compounded returns for stock prices.
Formula for CCR:
R_t = ln(P_t/P_{t-1})*100
With R:
First i have to modify the vectors, so that they have the same length
and we start at the second observation.
log(GOOG1[-1]/GOOG1[1:length(GOOG1)-1])*100
That does work with normal vectors.
My Questions:
1) I want to use this for stock prices.
so i
2008 Sep 02
1
R Newbie: quantmod and zoo: Warning in rbind.zoo(...) : column names differ
Hello;
I am trying following but getting a warning message : Warning in
rbind.zoo(...) : column names differ, no matter whatever I do.
Also I do not want to specify column names manually, since I am just
writing a wrapper function around getSymbols to get chunks of data
from various sources - oanda, dividends etc.
I tried giving col.names = T/F, header = T/F and skip = 1 but no help.
I think
2009 Aug 17
3
Newbie question re stddev, quantmod and performanceanalytics
Hi,
I am trying to calculate the std dev of returns of YHOO so far i got:
getSymbols("YHOO")
retYHOO <- Return.calculate(Cl(YHOO))
> sd(retYHOO)
YHOO.Close
NA
but i received an NA....can any assist? tks!
--
View this message in context: http://www.nabble.com/Newbie-question-re-stddev%2C-quantmod-and-performanceanalytics-tp25001293p25001293.html
Sent from the R help
2010 Jun 05
1
How to get the closing price from the the GOOGLE FINANCE site for NSEINDIA stocks
Sir,
How to get the closing price from this link
http://www.google.com/finance/historical?q=NSE:RCOM
I installed quantmod
getSymbols('NSE:RCOM',src='google')
gives me this error**********************
Error in download.file(paste(google.URL, "q=", Symbols.name, "&startdate=", :
cannot open URL
2017 Sep 06
1
Using quantmod to obtain current Dow Jones index
R 3.4.1
OS X
Colleagues,
I am just learning to use the quantmod package and I have encountered something that I don?t understand.
This works:
getSymbols("^DJI")
This does not work:
getQuote("^DJI?)
It returns only NAs:
Trade Time Last Change % Change Open High Low Volume
^DJI <NA> N/A N/A N/A N/A N/A N/A N/A
Two questions:
1. Is there some way to obtain the
2010 Sep 10
2
[xts, quantmod] segfault probelm when I work with memcpy function
Hi,
I work with SEXP C code and with xts and quantmod packages. I try to
touch how xts internal works.
So we have R session and:
> ls()
character(0)
> getSymbols('AAPL') # quantmod package
[1] "AAPL"
> ls()
[1] "AAPL"
> str(AAPL)
An ?xts? object from 2007-01-03 to 2010-09-09 containing:
Data: num [1:929, 1:6] 86.3 84 85.8 86 86.5 ...
- attr(*,
2018 Mar 15
1
Adjusting OHCL data via quantmod
Hello,
I'm trying to do two things:
-1. Ensure that I understand how quantmod adjust's OHLC data
-2. Determine how I ought to adjust my data.
My overarching-goal is to adjust my OHLC data appropriately to minimize the
difference between my backtest returns, and the returns I would get if I
was trading for real (which I'll be doing shortly).
Background:
-1. I'm using Alpha
2009 Mar 05
3
character string as object name
Can someone please tell me why the following (last line) doesn't work
(as I expect it to :-)
library(quantmod)
a = getSymbols("MSFT",from="2009-3-01")
a
MSFT
eval(as.name(a))
MSFT$MSFT.Adjusted
b=paste(a,'$MSFT.Adjusted',sep='')
b
eval(as.name(b))
Why does this last line not work the way the earlier eval does?
Thanks.
2010 Oct 28
4
Returning highs and lows in R
I'm having trouble returning a rolling n period highest value for a data
set. For each day I want to calculate the highest value over the last 3
days. I am using the following packages: zoo, xts, quantmod and TTR.
Thanks, Jason
GLD.Close
2010-10-01 128.91
2010-10-04 128.46
2010-10-05 130.99
2010-10-06 131.81
2010-10-07 130.37
2010-10-08 131.66
2010-10-11
2011 Nov 10
2
Error in axis ????
I did an update of both rstudio and my packages. I had some trouble but was
able to move a lot of the packages so most troubles seem to be behind me.
But having a problem with code that previously ran fine. See below:
require(quantmod)
Loading required package: quantmod
Loading required package: Defaults
Loading required package: xts
Loading required package: zoo
Attaching package: ?zoo?
The
2018 Jan 18
0
Split charts with ggplot2, tidyquant
Hi Charlie,
I am comfortable to put the data in any way that works best. Here are two
possibilities: an xts and a data frame.
library(quantmod)
quantmod::getSymbols("SPY") # creates xts variable SPY
SPYxts <- SPY[,c("SPY.Close","SPY.Volume")]
SPYdf <- data.frame(Date=index(SPYxts),close=as.numeric(SPYxts$SPY.Close),