Vince,

If your securities are in a list then you can easily use lapply and
friends.  If you are not doing anything too complicated, that should be
sufficient.  If you are really have efficiency problems, then hook in some
c/c++ code which is the approach I've taken in fts (link:
http://repo.or.cz/w/fts.git).

Contact me off list if you want to give it a spin; I'll help get you
started.  You still in Greenwich?

-Whit


On Sun, May 18, 2008 at 8:02 PM, Vince Fulco <vfulco1@gmail.com> wrote:

> 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
>
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