load_gains: Download and Align Gains for a Set of Tickers

In stocks: Stock Market Analysis

Description

Downloads and aligns historical investment gains for specified tickers from Yahoo! Finance, using the quantmod package.

Usage

load_gains(tickers, intercepts = NULL, slopes = NULL, from = "1950-01-01",
  to = Sys.Date(), time.scale = "daily", preto.days = NULL,
  prefrom.days = NULL, earliest = FALSE, latest = FALSE)

Arguments

tickers	Character vector with ticker symbols that Yahoo! Finance recognizes.
intercepts	Numeric vector of values to add to daily gains for each ticker.
slopes	Numeric vector of values to multiply daily gains for each ticker by. Slopes are multiplied prior to adding intercepts.
from	Date or character string (e.g. "2015-01-15".
to	Date or character string (e.g. "2016-01-30").
time.scale	Character string controlling time frame for gains. Choices are "daily", "monthly", and "yearly".
preto.days	Numeric value. If specified, function returns gains for preto.days trading days prior to to. To illustrate, to load the most recent 50 daily gains, you would leave to and time.scale as the defaults and set preto.days = 50.
prefrom.days	Numeric value. If specified, function returns gains for prefrom.days trading days prior to from. Useful when you want to test a trading strategy starting on a particular date, but the strategy requires data leading up to that date (e.g. trailing beta).
earliest	Logical value for whether to retain only the subset of tickers with data going the furthest back. Set to FALSE if you want all tickers retained and gains over their mutual lifetimes.
latest	Logical value for whether to retain only the subset of tickers with data going the furthest forward, e.g. dropping funds that were discontinued at some point.

Details

In aligning historical prices, dates on which not all funds have data are simply dropped. Messages are printed indicating which dates are dropped for which tickers.

Value

Numeric matrix.

References

Ryan, J.A. and Ulrich, J.M. (2017) quantmod: Quantitative Financial Modelling Framework. R package version 0.4-12, https://CRAN.R-project.org/package=quantmod.

Examples

## Not run: 
# Load gains for Netflix and Amazon over their mutual lifetimes
gains <- load_gains(c("NFLX", "AMZN"))

## End(Not run)

stocks documentation built on May 2, 2019, 9:43 a.m.