etf_data: The etf_data dataset contains a single environment called...

Description Usage Format Examples

Description

The etf_env environment includes daily OHLC time series data for a portfolio of symbols, and reference data:

sym_bols

a vector of strings with the portfolio symbols.

price_s

a single xts time series containing daily closing prices for all the sym_bols.

re_turns

a single xts time series containing daily returns for all the sym_bols.

Individual time series

"VTI", "VEU", etc., containing daily OHLC prices for the sym_bols.

Usage

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data(etf_data)  # not required - data is lazy load

Format

Each xts time series contains the following columns with adjusted prices and trading volume:

Open

Open prices

High

High prices

Low

Low prices

Close

Close prices

Volume

daily trading volume

Examples

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# Loading is not not needed - data is lazy load
# data(etf_data)
# Get first six rows of OHLC prices
head(etf_env$VTI)
chart_Series(x=etf_env$VTI["2009-11"])

algoquant/rutils documentation built on Feb. 26, 2021, 1:30 a.m.