Hi, I am an R novice working with financial data. I am developing a portfolio strategy evaluation technique to back-test the performance of our screens; checking how the screened stock would've performed over the period in question.
I am using quantmod in R to download the historical data from yahoo and then analyzing it using PerformanceAnalytics. My problem is that, as our screens are done using Bloomberg, my list of screened stocks only has Bloomberg tickers and ISINs. Does anybody know of a method which could convert ISINs to yahoo tickers/symbols?? Or a method of accessing yahoo historical data from an ISIN (instead of a symbol call)? I would prefer not to use RBloomberg to download the data as the data calls would be extensive in testing. Thank you!! ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
