library(stockr)
mystock.file <- system.file("~/Desktop/", "fred.csv")
st <- StockTable(mystock.file)
sd <- StockDownloader(st)
d <- download_historical(sd)
sa <- StockAnalyzer(mystock.file)
analyse(sa)
ts <- Return.calculate(sa@ts)
r <- na.omit(ts)
chart.RiskReturnScatter(r)
r
charts.PerformanceSummary(r, colorset=rich12equal)
chart.CumReturns(r)
ta <- t(table.CalendarReturns(r))
charts.PerformanceSummary(ts[,'9914.TW'])
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