similar to: ANNOUNCE: ticker (peeper)

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 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',

I have enable wine to run on my Kubuntu, and try to run Pop Peeper from windows xp pro(my dual boot), it starts os and also haging await internet connection when in Kubuntu, even though is connected as dial up can any one help????????

Hi all, I am learning since couple of weeks the woderfull language for my sientific work (I allready tryed out apps like Mathematica etc.) . By now im facing with following problem. I use several packages like tseries and rmetrics. My main focus is working on minute financial data like sp500 and nasdaq. I can read data and mak some correct plots. But now i like to aggrigate the data by time. I

Hi, I am trying to download data from Bloomberg through R. If I try to download intraday data for multiple tickers and only one field, I get the error, written below in red. How do I get rid of this error? > dat<-blpGetData(conn, c("NOK1V FH Equity","AUA AV Equity"), "LAST_PRICE",

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

Hi David, I tried the following and get the below error messages.... con = blpConnect(show.days="trading",na.action="previous.days",periodicity="da ily")# connecting Bloomberg > dat <- blpGetData(con,"US4009703799 Equity","PX_LAST",start=as.chron(as.Date("01/01/2005",

On 7/15/20 1:35 PM, Dirk Eddelbuettel wrote: > On 15 July 2020 at 16:16, Sam H wrote: > | I am trying to download some data using read.csv and it works perfectly in > | RStudio and fails in the R console in the terminal in Ubuntu 18.04 after > | upgrading from R 3.6.3 to 4.0.2. Before upgrading this worked in the R > | console in the terminal also without any issues. > | > |

On 15 July 2020 at 16:16, Sam H wrote: | I am trying to download some data using read.csv and it works perfectly in | RStudio and fails in the R console in the terminal in Ubuntu 18.04 after | upgrading from R 3.6.3 to 4.0.2. Before upgrading this worked in the R | console in the terminal also without any issues. | | Why would that be? How to fix this? | | Below please find R code output and

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Howdy, Joey Hess reported that Markdown 1.0.2b7 does not render the following correctly: <div class="inlinepage"> <div class="toggleableend"> foo </div> </div> It renders it as follows: <div class="inlinepage"> <div class="toggleableend"> foo </div> <p></div></p> The problem is that it uses a

Hi, I am trying to download some data using read.csv and it works perfectly in RStudio and fails in the R console in the terminal in Ubuntu 18.04 after upgrading from R 3.6.3 to 4.0.2. Before upgrading this worked in the R console in the terminal also without any issues. Why would that be? How to fix this? Below please find R code output and sessionInfo(). *Works in RStudio* >

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) <-

I'm relatively new to R and would first like to sincerely thank all those who contribute to its development. Thank you. I would humbly like to propose a rule which creates a standard (i.e., strongly encouraged, mandatory, etc.) for authors to include a `change log' documenting specific changes for each update made to their package(s). The more detailed the description, the better; and it

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 <-

Dear R Helpers, I am trying to change the name of an object using the assign function. When I use paste on the new object but not the old, everything is fine: The new object is a direct copy of the old object. When I use a paste for both the new and the old object, however, the new object is simply the character representation of the old object name, not the old object itself. The example

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 >

Dear experts, I?ve been on this for weeks now, and couldn?t find a solution..Sorry for the long description. I figured I post many details, so you get the problem entirely, although it?s not hard to grasp. **Situation:** Data frame consisting of 4 million entries (total size: 250 MB). Two columns: `ID` and `TEXT`. Text strings are each up to 200 characters. **Task:** Preprocessing the text

Hi, I am downloading Bloomberg data from R. This data will be stored in a zoo object by default. The command is dat<-blpGetData(con,c("NOK1V FH Equity","AUA AV Equity"),"PX_OPEN",start=as.chron(as.Date("12/1/2006", "%m/%d/%Y")),end=as.chron(as.Date("12/28/2006", "%m/%d/%Y"))) Here I am downloading the data for two

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")