similar to: casting help please

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")

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 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

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:

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 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 <-

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

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 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",

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

Howdy, I am having time-drift issues on my CentOS VM. I had referred to following documentation: http://wiki.centos.org/TipsAndTricks/VMWare_Server , however it didn't help. I used kickstart for creating this VM and I am listing important steps in ref to timekeeping issue. Any comments or suggestion would be appreciated. - CS. ------------------- # For EL5 virtual machines, Append the

Together with Enrique's running start and Prasad's work, we figured out how to get tick data and bulk data from Bloomberg into R. Here is a code snippet which builds on Enrique's. ---------------------------- require("RDCOMClient") blCon <<- try(blCon <- COMCreate("Bloomberg.Data.1"), silent=TRUE) # Always check the class of blCon before proceeding! #

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 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) <-

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

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

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

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 have an array called "stocks" which contains numeric dates, ticker symbols,prices, etc. > stocks[1:3,] DATE TICKER PERMNO EXCHCD TSYMBOL TRDSTAT SHROUT PRC RET 1 19950131 EWST 10001 3 EWST A 2224 -7.75000 -0.031250 2 19950228 EWST 10001 3 EWST A 2224 7.54688 -0.026210 3 19950331 EWST