
Hi List,


I know, I know not really following the posting guidelines...Is anyone aware of an existing function to download from yahoo finance the list of an index constituents? 

Could not find anything googling, hope I haven't missed an obvious thread...

I am still on R 2.13 but I guess that would not really matter here, Windows 7

I am learning quantstrat package like many of us & hoping to use that list of constituents to calculate cross sectional volatility & use it as a signal as exercise (some way between the list of constituent & this but I hope you get the point)

Any hint / redirection appreciated - if my take is that it should not be too hard & it could be a great addition to quantmod


Rgds,
Julien




Many thanks




 		 	   		  
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