[R-SIG-Finance] Quantstrat pair trade

Brian G. Peterson brian at braverock.com
Tue May 10 19:06:21 CEST 2011


On Tue, 2011-05-10 at 11:50 -0500, G See wrote:
> It seems like either getSymbols should support this (i.e. when you
> call getSymbols to get more than one symbol at once there should be an
> option in getSymbols to only return rows that all of the symbols have
> in common), or that there should be a function in xts, quantmod, or
> quantstrat that does this, but I haven't found it.  Is there? 

does na.omit() not work for you?

-- 
Brian



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