Questions tagged [quantmod]
The quantmod tag has no usage guidance.
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Daily option data
I am wondering where I can pull daily (hourly, by-the-minute, etc. even better) option data for a particular underlying. I would prefer a database I could scrape through and API, but would not mind ...
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2
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3
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How to get list of all symbols in fred database?
I am trying to query every single series in the fred database using r. I have checked out both the quantmod and fImport packages, and they work fine, though it seems that quantmod fits my use a bit ...
- 223
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1
answer
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R: Calculating cumulative return of a portfolio
I've downloaded adjusted closing prices from Yahoo using the quantmod-package, and used that to create a portfolio consisting of 50% ...
- 181
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2
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How many years of historical data is require for Portfolio Optimization?
I would like to know about below questions.
How many years of historical data is require for Portfolio Optimization in R programming.
Thanks
Atul
- 350
2
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2
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Is it possible to download stock-data countrywise with quantmod package for R?
Is it possible to download stock-data countrywise with quantmod package for R ?
Hi, I'm wondering if it's possible to download equities countrywise.
Let's say i want all data from the Finnish market....
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2
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1
answer
1k
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Calculating Quarterly Returns using Daily Prices in R
I am trying to compute quarterly returns with daily stock prices. However, I don't want to use the quantmod function "quarterlyReturn(x)" for each single stock but instead for the whole list of stocks....
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2
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2
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842
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Computing multiple indicators in tidyquant
I am trying to get multiple indicator values such as RSI and EMA for equities using the package tidyquant in R. I tried the example from the vignette which is:
...
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2
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1
answer
703
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Collect all stock returns in one single matrix using quantmod in R
My problem is similar to the one in this question: how do I loop through all the stocks with quantmod and ttr?
To estimate the covariance matrix of stock returns, I need a $NxT$ matrix $X$ of returns ...
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2
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0
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161
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How to reset indicators in quantstrat / quantmod?
I am currently trying to back test a strategy on a file which contains minutely data for the whole month. I would like to reset my indicators at 3:30 PM . Is there a way I can reset the indicators ...
1
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1
answer
1k
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negative gamma value for gjr-garch output
I was wondering if anyone could tell me if my model is completely incorrect as I haven't been able to find anything online for this. I am running a Gjr Garch model to measure volatility in gold ...
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1
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1
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Log daily returns of multiple securities for multiple time period in R
I have dataset containing daily closing prices of 5413 companies from 2000 to 2014. I want to calculate daily log returns for the stocks as according to dates as log(Price today/Price yesterday). I ...
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357
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Simulating the Value-at-Risk with $t$ distributed returns
I want to understand how the value at risk and the simulating the VaR with simple Monte Carlo method. But I want just a confirmation and are welcome any comments, since I don't have the full picture ...
user57440
1
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2
answers
543
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How to find sector/industry and market cap for securities in my portfolio using R?
I am working on a project where I need sector/industry classification and market cap for some securities, many of them are not in SP500, but are part of US market. I am using R for this. I don't have ...
- 146
1
vote
1
answer
2k
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Getting monthly return using quantmod, if input ticker is a variable
I am new to package quantmod and quandl. I encountered a problem while I was trying to fetch period return data. Below is my ...
- 113
1
vote
1
answer
1k
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How to plot custom hourly data into R with quantmod?
I'm trying to get into R because for some personal project, I need R and quantmod to create OHCL charts for me. I'm stuck at the candleChart creation step, and I'm not sure I understand why. Using a '...
- 111
1
vote
1
answer
592
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Anomaly or feature from Quantmod in R regarding getFX - currency data
I am using R to analyse stock data, using the quantmod package to get all sorts of data, but here specifically FX data using the function ...
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1
answer
2k
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How to extract all the ticker symbols of an exchange with Quantmod in R?
I am using the Quantmod package in R for some data analysis. Now I can downbload price history of particular stocks or index with the following code:-
...
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0
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142
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ROC -- Output from Calculating Stock Returns Producing Lower Numbers Than Actual
I tried this on stack exchange, but think it is a better question here. I am beginning user and I need help with an error / bad output I am getting when calculating returns (using ROC) on stock ...
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1
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83
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Berkshire Hathaway ticker symbol B
I want to read the Berkshire Hathaway data using the getSymbols function in the quantmod package in R.
The ticker symbol is BRK-B.
getSymbols ( "BRK-B" )
...
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0
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1
answer
163
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getQuote function in quantmod package [closed]
just wondering if there is a similar function that I can use to get the last traded price of a stock? Cuz the getQuote function from quantmod package does not seem to be working no more. It would show ...
- 103
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1
answer
126
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Inaccurate data from quantmod
For some reason getSymbols is returning inaccurate data for the below symbol. Example for this data in the high column the price went from 35 to 3515 between 2021 feb and 2021 march 16th.
...
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1
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I want to keep a column in getSymbols or get.hist.quote with the Date as as.Date format [closed]
I use getSymbols to download historical information over an environment with 200 tickers but I cannot seem to keep the date information from becoming an index. I ...
0
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2
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r: analyse series of historical positions as portfolio using 'standard' tools
I have a series of historical trading positions in the form
Symbol OpenPrice OpenDate InvestmentInDollars CloseDate ReturnInDollars
I need to evaluate the ...
0
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2
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315
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Calculate return for a set of securities downloaded using quantmod
I downloaded adjusted closing price using quantmod for a set of securities. I want to calculate daily/weekly/monthly return for all securities. Usual dailyReturn, weeklyReturn etc not working. What do ...
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1
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How can I fix both the open and close data using quantmod's periodReturns?
I am retrieving data from yahoo using the getSymbols to get then monthly returns. But I want to subset the data, I want to have monthly returns from January 2016 until May 2017.
I am running this:
<...
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0
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Quantmod - converting daily data to weekly data (changing time intervals from monday to monday)
I'm trying to convert daily data into weekly data, but with the time interval from monday to monday.
First I download historical prices from Yahoo:
Tickername<-getSymbols("Tickeername",from="...
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