[R] R Finance

Ruby ruborland at gmail.com
Thu Mar 13 12:44:14 CET 2008


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 using Bloomberg, my list of screened stocks
only has Bloomberg tickers and ISINs. Does anybody know of a method
which could convert ISINs to yahoo tickers/symbols?? Or a method of
accessing yahoo historical data from an ISIN (instead of a symbol
call)? I would prefer not to use RBloomberg to download the data as
the data calls would be extensive in testing.

Thank you!!



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