[R-SIG-Finance] Cross correlation problems
wlblount
bill at easterngrain.com
Fri Apr 5 11:51:10 CEST 2013
just curious why this would not work
library(quantmod)
getSymbols("SPY",src="google")
getSymbols("ILF",src="google")
getSymbols("EWZ",src="google")
df = data.frame( dailyReturn(SPY), dailyReturn(ILF), dailyReturn(EWZ) )
names(df)<- c("SPY","ILF","EWZ")
round(cor(df),2)
i assume it has to do with the "names" function.
can some one point me in the direction of...
1 - using variables as to only have to input symbol once
2 - how about expanding to 4 symbols (or any amount of
symbols)
Thanks,
Bill
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