getReturns {stockPortfolio} | R Documentation |
Download a collection of stock data from Yahoo Finance.
getReturns(ticker, freq = c("month", "week", "day"), get = c("overlapOnly", "all"), start = "1970-01-01", end = NULL)
ticker |
A character vector where each element is a ticker. |
freq |
The frequency of the stock data to be downloaded. Default is "month" for 12 observations per year and other options are "week" and "day" . |
get |
The default, "overlapOnly" , will return the stock returns for which all stocks had data and drop any dates with NA ; if it is monthly data, minor corrections are made when appropriate. The "all" option yields all stock returns regardless of whether data for all stocks is available; stock data obtained under the "all" option may not work in the other functions in this package if NA values are present. |
start |
Start date in the format "YYYY-MM-DD" . |
end |
End date in the format "YYYY-MM-DD" . |
getReturns
outputs an object of class "stockReturns"
, which is a list of the following:
R |
Stock returns, where the first row is the most recent and the last row is the oldest. |
ticker |
The tickers of the stocks. |
period |
How frequently stock returns are included in the data. |
start |
The oldest date for which stock returns are included. |
end |
The most recent date for which stock returns are included. |
David Diez and Nicolas Christou
stockModel
, optimalPort
, testPort
, portReturn
#===> Citi and Bank of America, 2004-2008 <===# # cBac <- getReturns(c('C','BAC'), start='2004-01-01', end='2008-12-31') # print(cBac) # summary(cBac) # plot(cBac) # lines(cBac, lwd=2) # pairs(cBac)