getCovar: easily get financial asset covariance

Description Usage Arguments Value Examples

Description

easily get financial asset covariance

Usage

1
getCovar(tickers, start, end)

Arguments

vector

string formatted stock tickers

string

data collection start date

string

data collection end date

Value

matrix with annualized variance/covariance of all assets

Examples

1
getCovar(c("FB","GS"),"2014-12-01","2015-01-01")

NathanEpstein/finData documentation built on May 7, 2019, 6:06 p.m.