similar to: Fwd: quantmod Example-google data download-problems

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

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

i am using quantmod package.it get stock quotes from google finanace. but unfortunately i am not able to get the quotations of some stocks(e.g. NSE:TCS,NSE:SAIL ) through the "getSymbol" command of this package although they are available in the google finance website. anyone please help me. thanks in advance..... -- View this message in context:

Hi R, How to get the range of values form startDate to lastDate as given below?. #***************************************************************** # Load historical data #****************************************************************** library('quantmod') endDate =Sys.Date() startDate = as.Date(endDate-30, order="ymd") dataspy = getSymbols("SPY", from = startDate,

I am trying to read a table from MySQL, I have loaded the file in "ts" database, in table name ACC. but i am unable to read it in R through getSymbol function. mysql> show databases; +--------------------------------+ | Database | +--------------------------------+ | information_schema | | mysql | | test | | ts

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

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',

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

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

Hi all I have installed quantmod package but when I try to obtain GOOG data appers this message: Can anyone inform why itappears? I type getSymbols("GOOG",src="google") Thanks and Best Regards for all Error en download.file(paste(google.URL, "q=", Symbols.name, "&startdate=", : no fue posible abrir la URL '

## Not run: from <- sprintf("<sendmailR@ to <- "<olafm at datensplitter.net>" subject <- "Hello from R" msg <- "It works!" sendmail(from, to, subject, msg, control=list(smtpServer="ASPMX.L.GOOGLE.COM")) ## End(Not run) the above commands are provided in this document ie http://cran.r-project.org/web/packages/sendmailR/sendmailR.pdf

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(*,

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

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')

dear members, I am using quantmod to work with stock prices... I am trying to append the data got from getQuote to the one got by getSymbols. The function is named "apnd". The code is as follows: function(x){ if ((class(x) == "xts") || (class(x) == "zoo")){ sym <- deparse(substitute(x))

i am new to the quantmod package . so if the answer is trivial please excuse me. i want to study stock values within a day. i get current stock updates using getQuotes and then want to produce usual quantmod graphs with that values. also the graph should be able of adding technical indicators. please help. in addition it will be helpful if anyone suggests how to run that code continuously to get

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 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")

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,

Hi everyone, following the gentle advice from this list, I write a package description Rd file. I have a section in there. In this section, I have a subsection. In this subsection, I want to have a code fragment. This code fragment should include several commands, spanning several lines. Example: ========== \name{aqr-package} \alias{aqr-package} \alias{aqr} \docType{package} \title{Package