[R-SIG-Finance] Gold

Michael Weylandt michael.weylandt at gmail.com
Mon Feb 16 01:47:23 CET 2015



> On Feb 15, 2015, at 7:32 PM, Robert Sherry <rsherry8 at comcast.net> wrote:
> 
> Thank you for your response. The symbol GLD is not really going to work 
> for me because it is my understanding how much gold GLF represents 
> varies over time. Therefore,
> I thought I would use IKTrading. However, when I try installing it, I 
> run into the following problem:
> 
> devtools::install_github("IlyaKipnis/IKTrading")
> Downloading github repo IlyaKipnis/IKTrading at master
> Installing IKTrading
> Installing dependencies for IKTrading:
> quantstrat, quantstrat
> Installing packages into ‘C:/Users/Bob/Documents/R/win-library/3.1’
> (as ‘lib’ is unspecified)
> "C:/PROGRA~1/R/R-31~1.2/bin/x64/R" --vanilla CMD INSTALL  \
> "C:/Users/Bob/AppData/Local/Temp/Rtmp0OTNpS/devtools1710548f5fb4/IlyaKipnis-IKTrading-0b4e0e5" 
> \
>   --library="C:/Users/Bob/Documents/R/win-library/3.1" --install-tests
> 
> ERROR: dependency 'quantstrat' is not available for package 'IKTrading'
> * removing 'C:/Users/Bob/Documents/R/win-library/3.1/IKTrading'
> Error: Command failed (1)
> In addition: Warning message:
> package ‘quantstrat’ is not available (for R version 3.1.2)
> 
> So, I thought I would install the package quantstrat. However, that does 
> not work either.
>> install.packages("quantstrat")
> Installing package into ‘C:/Users/Bob/Documents/R/win-library/3.1’
> (as ‘lib’ is unspecified)
> Warning message:
> package ‘quantstrat’ is not available (for R version 3.1.2)
> 
> I am using version 3.1.2 of R. What am I doing wrong?

Not on CRAN. See https://r-forge.r-project.org/R/?group_id=316


> 
> Bob
> 
>> On 2/15/2015 6:11 PM, Ilya Kipnis wrote:
>> Robert,
>> 
>> You can get the GLD data from Yahoo Finance with:
>> 
>> require(quantmod)
>> getSymbols("GLD", from="1990-01-01")
>> 
>> Or, for the open-interest cross from quandl,
>> 
>> require(IKTrading)
>> |CME_GC <- ||quandClean||(||"CHRIS/CME_GC"||, start_date=from, 
>> end_date=to, verbose=verbose) ||#Gold |
>> Hope this helps.
>> 
>> -Ilya
>> 
>> On Sun, Feb 15, 2015 at 5:54 PM, Robert Sherry <rsherry8 at comcast.net 
>> <mailto:rsherry8 at comcast.net>> wrote:
>> 
>> 
>>    How do I get the current price of Gold using R?
>> 
>>    I thank the group in advance for their responses.
>> 
>>    Bob
>> 
>>    _______________________________________________
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> 
> 
>    [[alternative HTML version deleted]]
> 
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