R/utils.R

In bpvgoncalves/DynHedge: Dynamic Hedge Simulation

create_mkt_data <- function(){

  market_data <- new.env()
  start_date <- as.Date("2017-12-31")
  quantmod::getSymbols(symbol$Symbol,
                       env = market_data,
                       from = start_date)
  save(market_data, file =  "./data/market_data.rda")
}