[R-SIG-Finance] Stocks outperforming their index

[R. Michael Weylandt]

On Mon, Apr 22, 2013 at 3:24 PM, Arturo DiDonna
<arturo.didonna at gmail.com> wrote:
> I am sorry if this is a FAQ, but I am looking for a resource allowing to
> determine which stocks have out(under)performed their index by a given
> parameter over a certain period of time. Ideally, the r package should
> provide also some facility for data retrieval.
> Thanks in advance.

It's fairly canned, but I think

library(quantmod)
? getSymbols # Data retreival
? ROC # Convert Prices to returns
? runMean # running returns

get you there. Of course, you'll need to use > / < operators yourself,
but it's quite easily programmed.

Cheers,
MW


>
> Arturo.
>
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>
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