[R-SIG-Finance] Fund holdings
G See
gsee000 at gmail.com
Wed Apr 25 15:10:53 CEST 2012
Hi Mahesh,
I'm not aware of an R function that gets the holdings of mutual funds,
but in my "qmao" package
(https://r-forge.r-project.org/R/?group_id=1113), the getHoldings
function will get the holdings and weights of iShares and Select
Sector SPDRs ETFs.
I also have some code that I haven't yet committed to the public
domain that will get the holdings of SPDRs (e.g. SPY, DIA), and Van
Eck funds (e.g. GDX, OIH) as well as a function that will get
historical holdings of iShares. If this is of interest to anyone, I'd
be happy to make that code available.
Best,
Garrett
On Wed, Apr 25, 2012 at 7:57 AM, Mahesh Krishnan <heshriti at gmail.com> wrote:
> Hi,
>
> Is there an R function and data source for retrieving all mutual fund
> holdings. The closest I got was Blomberg, but fund -> MHD does not get all
> data in one shot. Plus RBloomberg doesn't work with their internal
> functions.
> I appreciate any help/ pointers that you can provide.
>
> Thanks,
> Mahesh.
>
> [[alternative HTML version deleted]]
>
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