get_data_from_tickers: Downloads prices in xts format from a list of tickers from...

In rubetron/AssetAllocation: Backtesting Simple Asset Allocation Strategies

Downloads prices in xts format from a list of tickers from Yahoo Finance (<https://finance.yahoo.com/>).

Description

get_data_from_tickers retrieves adjusted closing prices from Yahoo Finance for a set of tickers and returns the prices and returns.

Usage

get_data_from_tickers(tickers, starting_date = "2007-01-01")

Arguments

tickers	A vector containing a tickers.
starting_date	A date on which the allocation rule is applied.

Details

The function retrieves data from Yahoo Finance (<https://finance.yahoo.com/>) using the getSymbols function from the quantmod package. It calculates returns from adjusted prices. The ticker names must correspond to those found in Yahoo Finance.

Value

An object of class "List" containing two objects of class "xts" with respectively the prices and returns of the assets, with column names corresponding to the tickers.

Examples

## download data for the following exchange-traded-funds: MTUM, VLUE, USMV, and QUAL.
factor_ETFs <- get_data_from_tickers(c("MTUM", "VLUE", "USMV", "QUAL"),
                                     starting_date = "2020-01-01")

rubetron/AssetAllocation documentation built on Dec. 2, 2023, 12:57 a.m.