Description Usage Arguments Details Value Author(s) Examples
BDA.loader
prepares a data frame to be used
by the BDA
function.
1 |
symbol |
stock ticker on Yahoo Finance, enter as character. |
frequency |
the frequency used to calculate returns
( |
xbench |
ticker symbol of an external benchmark,
|
type |
type of returns to be calculated ( |
... |
aditional commands passed to the |
BDA.loader
pulls stock price data from Yahoo Finance,
calculates returns on these prices, downloads factor data from
Kenneth French's library (via Quandl.com) and bundles all
data in a xts-matrix that can be passed on to the BDA
function.
a xts-matrix containing the returns of the security, Kenneth French's asset pricing factors and the external benchmark (optional).
Markus Peter Auer <mp.auer@meanerreversion.com>
1 | testframe <- BDA.loader(symbol = "XOM")
|
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