similar to: Dynamic Variable Names?

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 >

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

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")

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,

Hi, I have what I think is an easy question. I have a data frame, called stockdata, of stock prices that looks like this: date ticker close 1 01/02/1998 GE 24.667 2 01/05/1998 GE 25.104 3 01/06/1998 GE 24.771 4 01/07/1998 GE 24.979 5 01/08/1998 GE 24.750 6 01/02/1998 HIT 71.125 7 01/05/1998 HIT 72.313

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

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

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 -- View this message in context:

Hi R, Can I convert ISIN numbers into Bloomberg tickers in the RBloomberg package? BR, Shubha [[alternative HTML version deleted]]

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" ,

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

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 >

uugh : i promise that this will be my last question of the day. i hate to constantly bother this group but it takes me time to get familar with all of these functions, tricks and and manipulations. i appreciate everyone's patience. i used too splus a lot but i've gotten rusty. i have a matrix of say 200 rows and 600 columns. i have a function "getprofit" that takes two series

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

Hi, all I wanted to fetch data from Bloomberg for govt bonds, and analyse it further. I am having trouble in getting data as when I use field=PX_LAST, it is giving the prices but when I use field=CPN, or ISSUE_DT, it is not giving the results and just bouncing back <NA> for that. This is the piece of code: > library(rJava) Warning message: package 'rJava' was built

Hello, in system-config-date i have checkbox synchronize date before service startup. Which config switch,file does it affect? I want to turn it on on my CentOS machine without xauth , just editing config files , i was hoping it could be in /etc/sysconfig/ntpd but no. Thanks in advance! D. -------------- next part -------------- An HTML attachment was scrubbed... URL:

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"),

Hi, I do not understand why after I called apply on a function that returns an xts (getIdvAdjSeries) it returns a matrix whose columns are just numeric value of time series in xts instead of a list of xts objects. Basically, I called the following: apply(matrix(tickers,ncol=1),1,FUN=getDivAdjSeries) getDivAdjSeries <- function(ticker) { seriesName <-

Has anyone gotten the :html option for specifying a ''fallback'' action if javascript''s not enabled working on form_remote_tag (or remote_form_for)? I can''t figure out how to specify the action that''s supposed to be invoked if js _is_ enabled. Or maybe I''m just misunderstanding how this thing is supposed to work. I was assuming

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