Looking for the best recommendation to manage the manipulation of multiple
securities w/i the overall package (i.e. downloading in bulk (simple) and
then calculating N period differences and other custom measures).  Looping
thru and/or vectorizing is easy but I suspect there are more efficient
methods w/i the quantmod class once the data is localized.  The docs seem to
focus only on single securities and some early trials had me bouncing around
zoo/xts, etc. classes.  Thanks to Jeff Ryan for an extraordinary
contribution.

Regards,

-- 
Vince Fulco, CFA, CAIA

	[[alternative HTML version deleted]]

