[R-SIG-Finance] great conference and a question

[Brian G. Peterson]

Hodgess, Erin wrote:
> Hi all!
>
> Wasn't the R in finance conference great this weekend?  Thanks to the program committee!
>
> Anyhow, I have a question, too, please:  the S&P returns that we typically see in examples - where can I find them online please?
>
> Thanks,
> Erin
>   
You can use quantmod to download a price series for the index, and then 
use Return.calculate or other methods to generate a return series.  
Perhaps this goes without saying, but to do returns analysis, it is 
generally best to have the price series first, as what you most likely 
want is to calculate simple per-period returns before doing your 
analysis; log returns are only useful for things like a cumulative 
return chart or wealth index.

Regards,

     - Brian

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock