[R] R Finance

[davidr at rhotrading.com]

I guess I would create a mapping table to convert between the symbols
from Bloomberg and from Yahoo.
You should be able to just create it once and add to it as new symbols
appear on your screens. Most of the symbols should be the same so you
could omit those. If it all has to be automated, you could use
RBloomberg to get the tickers from the ISINs in one call, but there may
still be other transformations needed, such as "XYZ/A" to "XYZA" or
whatever.
HTH,

David L. Reiner, PhD
Head Quant
Rho Trading Securities, LLC


-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On Behalf Of Ruby
Sent: Thursday, March 13, 2008 6:44 AM
To: r-help at r-project.org
Subject: [R] R Finance

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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