# March 9, 2017
# Dane Van Domelen
# R file to create various lists for stocks package
# Load stocks package
library("stocks")
# Vanguard ETFs -----------------------------------------------------------
# 55 ETFs as of Oct. 18, 2017
# https://investor.vanguard.com/etf/list#/etf/asset-class/month-end-returns
# Bond ETFs
(vanguard_bond_etfs <-
ticker_dates(tickers = c("EDV", "BIV", "VGIT", "BLV", "VGLT", "VMBS", "BSV",
"VTIP", "VGSH", "BND", "VCIT", "VCLT", "VCSH",
"VTC", "VTEB"))[, 1: 2])
# Bond ETFs -> Treasury/Agency
(vanguard_treasury_etfs <-
ticker_dates(tickers = c("EDV", "BIV", "VGIT", "BLV", "VGLT", "VMBS", "BSV",
"VGSH", "VTIP", "BND"))[, 1: 2])
# Bond ETFs -> Investment-grade
(vanguard_igrade_etfs <-
ticker_dates(tickers = c("VCIT", "VCLT", "VCSH", "VTC"))[, 1: 2])
# Stocks ETFs
(vanguard_stock_etfs <-
ticker_dates(tickers = c("VIG", "VUG", "VYM", "VV", "MGC", "MGK", "MGV",
"VOO", "VTI", "VTV", "VXF", "VO", "VOT", "VOE",
"VB", "VBK", "VBR"))[, 1: 2])
# Stock ETFs -> Large-cap
(vanguard_largecap_etfs <-
ticker_dates(tickers = c("VIG", "VUG", "VYM", "VV", "MGC", "MGK", "MGV",
"VOO", "VTI", "VTV"))[, 1: 2])
# Stock ETFs -> Mid-cap
(vanguard_midcap_etfs <-
ticker_dates(tickers = c("VXF", "VO", "VOT", "VOE"))[, 1: 2])
# Stock ETFs -> Small-cap
(vanguard_smallcap_etfs <-
ticker_dates(tickers = c("VB", "VBK", "VBR"))[, 1: 2])
# International ETFs
(vanguard_international_etfs <-
ticker_dates(tickers = c("VWOB", "VEU", "VSS", "VEA", "VWO", "VGK", "VPL",
"VNQI", "VIGI", "VYMI", "BNDX", "VXUS",
"VT"))[, 1: 2])
# Sector ETFs
(vanguard_sector_etfs <-
ticker_dates(tickers = c("VCR", "VDC", "VDE", "VFH", "VHT", "VIS", "VGT",
"VAW", "VNQ", "VOX", "VPU"))[, 1: 2])
# All Vanguard ETFs
(vanguard_etfs <- rbind(vanguard_bond_etfs, vanguard_stock_etfs,
vanguard_international_etfs, vanguard_sector_etfs))
# Vanguard mutual funds ---------------------------------------------------
# Bond funds
(vanguard_bond_funds <-
ticker_dates(tickers = c("VFIIX", "VIPSX", "VBILX", "VFITX", "VSIGX",
"VBLTX", "VUSTX", "VLGSX", "VMBSX", "VBIRX",
"VSGBX", "VTAPX", "VFISX", "VSBSX", "VBTLX",
"VCORX", "VICSX", "VFICX", "VLTCX", "VWESX",
"VSCSX", "VFSTX", "VUBFX", "VWEHX", "VCAIX",
"VCITX", "VWAHX", "VWITX", "VMLTX", "VWLTX",
"VMATX", "VNJTX", "VNYTX", "VOHIX", "VPAIX",
"VWSTX", "VTEAX"))[, 1: 2])
# Bond funds -> Treasury/Agency
(vanguard_treasury_funds <-
ticker_dates(tickers = c("VFIIX", "VIPSX", "VBILX", "VFITX", "VSIGX",
"VBLTX", "VUSTX", "VLGSX", "VMBSX", "VBIRX",
"VSGBX", "VTAPX", "VFISX", "VSBSX", "VBTLX"))[, 1: 2])
# Bond funds -> Investment-grade
(vanguard_igrade_funds <-
ticker_dates(tickers = c("VCORX", "VICSX", "VFICX", "VLTCX", "VWESX",
"VSCSX", "VFSTX", "VUBFX"))[, 1: 2])
# Bond funds -> Tax-exempt
(vanguard_taxexempt_bond_funds <-
ticker_dates(tickers = c("VCAIX", "VCITX", "VWAHX", "VWITX", "VMLTX",
"VWLTX", "VMATX", "VNJTX", "VNYTX", "VOHIX",
"VPAIX", "VWSTX", "VTEAX"))[, 1: 2])
# Balanced funds
(vanguard_balanced_funds <-
ticker_dates(tickers = c("VTXVX", "VTWNX", "VTTVX", "VTHRX", "VTTHX",
"VFORX", "VTIVX", "VFIFX", "VFFVX", "VTTSX",
"VLXVX", "VTINX", "VSCGX", "VASGX", "VASIX",
"VSMGX", "VBIAX", "VCVSX", "VGSTX", "VTMFX",
"VWINX", "VWELX", "VPGDX", "VGWIX", "VGWLX"))[, 1: 2])
# Balanced funds -> Target-date
(vanguard_targetdate_funds <-
ticker_dates(tickers = c("VTENX", "VTXVX", "VTWNX", "VTTVX", "VTHRX",
"VTTHX", "VFORX", "VTIVX", "VFIFX", "VFFVX",
"VTTSX", "VLXVX", "VTINX"))[, 1: 2])
# Balanced funds -> Target-risk
(vanguard_targetrisk_funds <-
ticker_dates(tickers = c("VSCGX", "VASGX", "VASIX", "VSMGX"))[, 1: 2])
# Balanced funds -> Traditional
(vanguard_traditional_funds <-
ticker_dates(tickers = c("VBIAX", "VCVSX", "VGSTX", "VTMFX", "VWINX",
"VWELX"))[, 1: 2])
# Stock funds
(vanguard_stock_funds <-
ticker_dates(tickers = c("VFIAX", "VDEQX", "VDADX", "VDIGX", "VEIPX",
"VFTSX", "VQNPX", "VIGAX", "VHDYX", "VLCAX",
"VMRGX", "VPMAX", "VPCCX", "VTCLX", "VTSAX",
"VWUSX", "VUVLX", "VVIAX", "VWNDX", "VWNFX",
"VHCAX", "VCVLX", "VEXAX", "VMGRX", "VMGMX",
"VIMAX", "VMVAX", "VASVX", "VSEQX", "VEXPX",
"VEVFX", "VSGAX", "VSMAX", "VSIAX", "VSTCX",
"VTMSX", "VMVFX"))[, 1: 2])
# Stock funds -> Large-cap
(vanguard_largecap_funds <-
ticker_dates(tickers = c("VFIAX", "VDEQX", "VDADX", "VDIGX", "VEIPX",
"VFTSX", "VQNPX", "VIGAX", "VHDYX", "VLCAX",
"VMRGX", "VPMAX", "VPCCX", "VTCLX", "VTSAX",
"VWUSX", "VUVLX", "VVIAX", "VWNDX", "VWNFX"))[, 1: 2])
# Stock funds -> Mid-cap
(vanguard_midcap_funds <-
ticker_dates(tickers = c("VHCAX", "VCVLX", "VEXAX", "VMGRX", "VMGMX",
"VIMAX", "VMVAX", "VASVX", "VSEQX"))[, 1: 2])
# Stock funds -> Small-cap
(vanguard_smallcap_funds <-
ticker_dates(tickers = c("VEXPX", "VEVFX", "VSGAX", "VSMAX", "VSIAX",
"VSTCX", "VTMSX"))[, 1: 2])
# Vanguard international funds
(vanguard_international_funds <-
ticker_dates(tickers = c("VTMGX", "VEMBX", "VGAVX", "VMMSX", "VEMAX",
"VEUSX", "VFWAX", "VFSVX", "VGRLX", "VIAAX",
"VINEX", "VWIGX", "VIHAX", "VTRIX", "VPADX",
"VTABX", "VTIAX", "VHGEX", "VTWSX"))[, 1: 2])
# Vanguard sector funds
(vanguard_sector_funds <-
ticker_dates(tickers = c("VGENX", "VGHCX", "VGPMX", "VGSLX"))[, 1: 2])
# All Vanguard mutual funds
(vanguard_funds <-
rbind(vanguard_bond_funds, vanguard_balanced_funds, vanguard_stock_funds,
vanguard_international_funds, vanguard_sector_funds))
# High yield ETFs ---------------------------------------------------------
# 47 ETFs as of Oct. 18, 2017
# From: http://etfdb.com/etfdb-category/high-yield-bonds/#etfs&sort_name=assets_under_management&sort_order=desc&page=2
(highyield_etfs <-
ticker_dates(tickers = c("ANGL", "BKLN", "BLHY", "BSJI", "BSJJ",
"BSJK", "BSJL", "BSJM", "BSJN", "BSJO",
"BSJP", "CJNK", "EMHY", "FALN", "FTSL",
"GHYG", "HHYX", "HYDB", "HYDW", "HYEM",
"HYG", "HYGH", "HYHG", "HYIH", "HYLB",
"HYLD", "HYLS", "HYLV", "HYND", "HYS",
"HYUP", "HYXE", "HYXU", "HYZD", "IHY",
"JNK", "JPHY", "PGHY", "PHB", "SFHY",
"SHYG", "SHYL", "SJNK", "SNLN", "SOVB",
"SRLN", "USHY", "WFHY", "WYDE", "YLD"))[, 1: 2])
# Sector SPDR ETFs -----------------------------------------------------
# 10 ETFs as of March 2, 2018
# From: http://www.sectorspdr.com/sectorspdr/sectors
sector_spdr_etfs <-
ticker_dates(tickers = c("XLY", "XLP", "XLE", "XLF", "XLV", "XLI", "XLB",
"XLRE", "XLK", "XLU"))[, 1: 2]
sector_spdr_etfs$sector <-
c("Cons. Disc.", "Cons. Staples", "Energy", "Financials", "Health Care",
"Industrials", "Materials", "Real Estate", "Technology", "Utilities")
(sector_spdr_etfs <- sector_spdr_etfs[, c(1, 3, 2)])
# 100 largest market cap ETFs ---------------------------------------------
# From: http://etfdb.com/compare/market-cap/
setwd("C:/Users/Dane/Google Drive/github/stocks")
(largest_etfs <-
ticker_dates(tickers = read.csv("largest100.csv", header = F,
stringsAsFactors = FALSE)[, 1])[, 1: 2])
# Save datasets -----------------------------------------------------------
setwd("C:/Users/Dane/Google Drive/github/stocks/data")
save(vanguard_bond_etfs, file = "vanguard_bond_etfs.rda")
save(vanguard_treasury_etfs, file = "vanguard_treasury_etfs.rda")
save(vanguard_igrade_etfs, file = "vanguard_igrade_etfs.rda")
save(vanguard_stock_etfs, file = "vanguard_stock_etfs.rda")
save(vanguard_largecap_etfs, file = "vanguard_largecap_etfs.rda")
save(vanguard_midcap_etfs, file = "vanguard_midcap_etfs.rda")
save(vanguard_smallcap_etfs, file = "vanguard_smallcap_etfs.rda")
save(vanguard_international_etfs, file = "vanguard_international_etfs.rda")
save(vanguard_sector_etfs, file = "vanguard_sector_etfs.rda")
save(vanguard_etfs, file = "vanguard_etfs.rda")
save(vanguard_bond_funds, file = "vanguard_bond_funds.rda")
save(vanguard_treasury_funds, file = "vanguard_treasury_funds.rda")
save(vanguard_igrade_funds, file = "vanguard_igrade_funds.rda")
save(vanguard_taxexempt_bond_funds, file = "vanguard_taxexempt_bond_funds.rda")
save(vanguard_balanced_funds, file = "vanguard_balanced_funds.rda")
save(vanguard_targetdate_funds, file = "vanguard_targetdate_funds.rda")
save(vanguard_targetrisk_funds, file = "vanguard_targetrisk_funds.rda")
save(vanguard_traditional_funds, file = "vanguard_traditional_funds.rda")
save(vanguard_stock_funds, file = "vanguard_stock_funds.rda")
save(vanguard_largecap_funds, file = "vanguard_largecap_funds.rda")
save(vanguard_midcap_funds, file = "vanguard_midcap_funds.rda")
save(vanguard_smallcap_funds, file = "vanguard_smallcap_funds.rda")
save(vanguard_international_funds, file = "vanguard_international_funds.rda")
save(vanguard_sector_funds, file = "vanguard_sector_funds.rda")
save(vanguard_funds, file = "vanguard_funds.rda")
save(highyield_etfs, file = "highyield_etfs.rda")
save(sector_spdr_etfs, file = "sector_spdr_etfs.rda")
save(largest_etfs, file = "largest_etfs.rda")
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