MovingCorrelation: MovingCorrelation

In Texas-UCF/quantkit: Quantitative analysis for financial markets

Description

MovingCorrelation

Usage

MovingCorrelation(ticker, symbols, start = Sys.Date() - 365,
  end = Sys.Date())

Arguments

ticker	Yahoo Finance target ticker
symbols	vector of Yahoo Finance target tickets
start	Start date
end	End date

Value

lists of correlation coefficients

Examples

MovingCorrelation("SDRL", c("RIG","DO"),'2014-09-01', '2015-05-25')

Texas-UCF/quantkit documentation built on May 9, 2019, 4:26 p.m.