[R-sig-finance] Getting stock prices and annualized returns for
common indexes
Patrick Burns
patrick at burns-stat.com
Tue Oct 19 21:05:34 CEST 2004
You can get data from Yahoo via the "get.hist.quote" function in
the tseries package. Indices have strange symbols in Yahooland.
S&P 500: ^GSPC
Nasdaq Comp: ^IXIC
Nasdaq 100: ^NDX
US 30yr Treasury: ^TYX
US 10yr Treasury: ^TNX
US 5yr Treasury: ^FVX
Patrick Burns
Burns Statistics
patrick at burns-stat.com
+44 (0)20 8525 0696
http://www.burns-stat.com
(home of S Poetry and "A Guide for the Unwilling S User")
Waichler, Scott R wrote:
>Is there a way to obtain stock and mutual fund prices (previous day's
>close would be fine)
>from R? Can bond prices also be obtained? How about annualized returns
>for previous calendar
>year and last 3 and 5 years for major indexes such as S&P 500,
>Wilshire 5000, MSCI EAFE, etc.? I am a non-professional
>who manages some family portfolios and I am looking for better ways to
>access information
>and compare investment results in annual reports I write using Sweave.
>
>Thanks,
>Scott Waichler
>scott.waichler at pnl.gov
>
>_______________________________________________
>R-sig-finance at stat.math.ethz.ch mailing list
>https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>
>
>
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