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

Brian G. Peterson brian at braverock.com
Mon Apr 27 20:25:11 CEST 2009

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.


     - Brian

Brian G. Peterson
Ph: 773-459-4973
IM: bgpbraverock

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