README.md

In SmarshMELLOW/financeSMM: Manipulate financial data

Overview

The financeSMM package uses the quantmod package to download data from google and manipulate it. This package provides a number of tools that can be used to analyze the returns of different stocks including:

• create mean-variance efficient portfolios
• create time series of returns
• compare the returns of a portfolio with those of an ETF

Installation

devtools::install_github("SmarshMELLOW/financeSMM")

This package is in the testing phase, so if you encounter a bug, please e-mail me your code and I will work on a patch.

Usage

Analyze returns from an artificial portfolio using different weights with an ETF

ITA.desc <- read_ishares( ishares.url, "ITA", save_dir = paste0( proj.dir, "data/") )

ITA.list <- ITA.desc %>%
  filter( asset_class == "Equity" ) %>%  # need to exclude cash!
  mutate( tic.list = paste0(exchange, ":", tic) ) %>%
  select( tic.list ) %>% as.matrix( ) %>% t() %>% as.vector()

ITA.df <- get_close( ITA.list )

SmarshMELLOW/financeSMM documentation built on May 16, 2019, 6:41 p.m.