In msperlin/afedR: Data and Functions for Book "Analyzing Financial and Economical Data with R"

library(BatchGetSymbols)

indexes <- c('^BVSP', '^GSPC', '^FTSE', '^N225')

df_indices <- BatchGetSymbols(tickers = indexes, 
                              first.date = '2010-01-01',
                              last.date = Sys.Date())[[2]]

tab <- tibble()
for (index in indexes) {

  temp_df <- df_indices %>%
    filter(ticker == index)

  avg_ret <- mean(temp_df$ret.adjusted.prices, 
                  na.rm = TRUE)
  max_ret <- max(temp_df$ret.adjusted.prices, 
                 na.rm = TRUE)
  min_ret <- min(temp_df$ret.adjusted.prices, 
                 na.rm = TRUE)

  # save result
  tab <- bind_rows(tab, tibble(index = index,
                               mean_ret = avg_ret, 
                               max_ret = max_ret, 
                               min_ret = min_ret))

}

print(tab)

# none
my_answers <- rep(NA, 5)

Question

Use the BatchGetSymbols package to download data from the SP500 ('^GSPC'), Ibovespa ('^BVSP'), FTSE ('^ FSTE') and Nikkei 225 ('^N225' index)) from '2010-01-01'` to the current date. With the imported data, use a loop to calculate the average, maximum and minimum return for each index during the analyzed period. Save all results in a single table and show it in the prompt of R.

Solution

Meta-information

extype: string exsolution: r mchoice2string(c(TRUE, FALSE, FALSE, FALSE, FALSE), single = TRUE) exname: "function 05" exshuffle: TRUE

msperlin/afedR documentation built on Sept. 11, 2022, 9:49 a.m.