quantmod

I want to reallocate a strategy portfolio at specific dates: require(PerformanceAnalytics) require(TTR) require(quantmod) Get asset prices and obtain the daily discrete Returns tickers = c("ABI.BR","AI.PA","AIR.PA","ALV.DE","ASML.AS") getSymbols(tickers, from="2012-01-01", to="2013-12-01") close.prices = do.call(merge, lapply(tickers, function(x) Cl(get(x)))) colnames(close.prices) = c("Anheuser-Busch InBev", "L'Air Liquide","AIRBUS GROUP","Allianz","ASML HLDG") assets.ret = ROC(close.prices,type="discrete")[-1] Now I obtain RSI signals by applying the RSI function to each asset rsi.fct =

How can I use getSymbols from the quantmod package to do the following: Download multiple stock price histories Select only the adjusted closing prices--i.e., suppress open/high/low and vol data Save each price history as a separate xts file, with dates I can implement steps 1 and 2, but I'm having trouble with step 3. StackOverflow has several posts on downloading and merging prices for multiple tickers, but I can't find instructions for downloading and saving in separate files. Here's what I have so far. Any advice on implementing the last step would be greatly appreciated. Thanks in advance

I have been using quantmod::getFX on an almost daily basis recently, and for some reason today it makes my shiny app crashes. I updated R, all my packages, tried the function on two different computers, but still get the same error. To replicate the problem: library(quantmod) getFX("EUR/USD") The error is: Error in charToDate(x) : character string is not in a standard unambiguous format Let me know if you need further information. 来源： https://stackoverflow.com/questions/43289123/quantmodgetfx-function-returns-character-in-a-standard-unambiguous-format

I'm trying to import the financials statements of all the companies listed on the NYSE whose market cap is in greater than the first quartile of the sample. Here is my code : require(TTR) require(quantmod) data.init="2013/01/01" start.date <- as.numeric(gsub("/", "",data.init)) nyse.symbols <- stockSymbols("NYSE")[,-c(3,5)] nyse.symbols <- na.omit(nyse.symbols[which(nyse.symbols[,"MarketCap"]>0),]) ######## Selection Criteria # Filter 1 : stock mkt cap > 1st quartile --> remove the less liquid stocks mktcap.filter <- quantile(nyse.symbols[,"MarketCap"],0.25) nyse.symbols <- nyse.symbols[which

I'm plotting a time series for three different years 2013, 2014, 2015. require(quantmod) require(ggplot2) getSymbols("AAPL", from='2013-01-1') aapl.df = data.frame(date=time(AAPL), coredata(AAPL.Close)) ggplot(data=aapl.df, aes(x=date, y=AAPL.Close, group=1))+geom_line() How do I plot the closing price in ggplot such that each year has different background color tiles on the plot? bouncyball We can use geom_rect for separating the backgrounds. ggplot()+ geom_rect(aes(xmin = as.Date("2015-01-01"), xmax = as.Date("2015-12-31"), ymin = -Inf, ymax = Inf, fill = '2015'), alpha = .2)+ geom_rect(aes