[R-SIG-Finance] Cross correlation problems

[Rob Schmidt]

I think of setting the initDate as a cheesy way to induce the rows to match
better without having to actually deal with it.  Here's a more mangled
version:

library(quantmod)

sym1 <- "SPY"
sym2 <- "ILF"
sym3 <- "EWZ"
sym4 <- "IBM"
initDate <- "2010-01-01"
getSymbols(sym1,from=initDate)
getSymbols(sym2,from=initDate)
getSymbols(sym3,from=initDate)
getSymbols(sym4,from=initDate)
df <- data.frame( dailyReturn(get(sym1)), dailyReturn(get(sym2)), 
                 dailyReturn(get(sym3)), dailyReturn(get(sym4)) )
names(df) <- c(sym1,sym2,sym3,sym4)
print(round(cor(df),2))

Best regards,

Rob




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