[R-SIG-Finance] Cross correlation problems

[Rob Schmidt]

Hi starter123,

I don't have any good suggestions but here's a little code snippet that
might give you some ideas.  ( Thanks to rosy2 from elitetrader)

Best Regards,

Rob

library(quantmod)
getSymbols("YHOO",src="google")
getSymbols("GOOG",src="google")
getSymbols("MSFT",src="google")
df = data.frame( dailyReturn(YHOO), dailyReturn(GOOG), dailyReturn(MSFT) )
names(df)<- c("YHOO","GOOG","MSFT")
round(cor(df),2)




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