On Mon, Aug 6, 2012 at 4:30 PM, R. Michael Weylandt
wrote:
> On Sun, Aug 5, 2012 at 4:49 PM, Douglas Karabasz
> wrote:
>> I have a xts object made of daily closing prices I have acquired using
>> quantmod.
>>
>>
>>
>> Here is my code:
>>
>> library(xts)
>>
>> library(quantmod)
>>
>> library(lubri
On Sun, Aug 5, 2012 at 4:49 PM, Douglas Karabasz
wrote:
> I have a xts object made of daily closing prices I have acquired using
> quantmod.
>
>
>
> Here is my code:
>
> library(xts)
>
> library(quantmod)
>
> library(lubridate)
>
>
>
> # Gets SPY data
>
> getSymbols("SPY")
>
> # Subset Prices to j
I have a xts object made of daily closing prices I have acquired using
quantmod.
Here is my code:
library(xts)
library(quantmod)
library(lubridate)
# Gets SPY data
getSymbols("SPY")
# Subset Prices to just closing price
SP500 <- Cl(SPY)
# Show day of the week for each date using 2-6
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