[R] Continuasly Compunded Returns with quantmod-data

[R. Michael Weylandt]

1) It's sort of a cheap trick, but this works flexibly (i.e., you can
put in func(SPY) or func("SPY") and get the same output):

func <- function(y){
    if(!require(quantmod)) stop("You need the quantmod package.")
    chartSeries(get(getSymbols(as.character(substitute(y)), from =
"2011-11-01")))
}

2) coredata()

Michael

On Mon, Nov 21, 2011 at 10:42 AM, barb <mainzel89 at hotmail.com> wrote:
> Many Thanks - Also for the link!
> It works nice!
>
> If i have further question, can i post them here or should i open a new
> thread?
>
>
> 1)
> If i want the following to make a function:
> I do have to convert it, but i can´t get rid of these " " (brackets).
>
> func<-function(y) {
> library(quantmod)
> getSymbols("y",from="2011-11-01")
> chartSeries(y)
> }
>
> func(MSFT)
>
> 2) How i can get rid of the time dates and get a simple vector?
>
>           GOOG.Open
> 2011-11-01    580.10
> 2011-11-02    584.90
> 2011-11-03    587.00
> 2011-11-04    593.50
> 2011-11-07    593.32
> 2011-11-08    609.00
> 2011-11-09    604.26
> 2011-11-10    605.93
> 2011-11-11    601.30
> 2011-11-14    608.00
> 2011-11-15    612.80
> 2011-11-16    612.08
> 2011-11-17    610.05
> 2011-11-18    602.00
>
>
>
> Regards
> Tonio
>
>
>
> --
> View this message in context: http://r.789695.n4.nabble.com/Continuously-compounded-Returns-with-quantmod-data-tp4090014p4091937.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.