GetFundReturns: Get Fund Returns

Description Usage Arguments Value Examples

Description

Retrieves prices from web and calculates monthly returns.

Usage

1
GetFundReturns(symbols, sdate, edate)

Arguments

symbols

vector of character strings

sdate

start date. Should be the last day of the month before the first month of the return series. Example: use 2015-12-31 to generate the first monthly return for January 2016.

edate

end date. Last day of the month of the return series.

Value

3 column tibble with Symbol, Month-End Date, and Ra, the monthly return

Examples

1
GetFundReturns(symbols = c("IVV", "SPY"), sdate=as.Date("2015-12-31"), edate=as.Date("2018-12-31"))

rexmacey/factorModel documentation built on June 5, 2019, 11:26 a.m.