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5

try: library(PerformanceAnalytics) SharpeRatio.annualized(Returns, Rf = 0.05, scale = 252, geometric = TRUE)


2

for example: your file: #N/A, SX5E 20170519, 3590 20170518, 3585 20170517, 3586 20170516, 3583 20170515, 3582 Now say we have SX5E and also N225 - they have different holidays, so you might (in your format) have something like this: #N/A, SX5E, N225 20170519, 3590, 19600 20170518, 3585, 19590 20170517, 3586, #N/A 20170516, 3583, 19596 20170515, ...


2

It might be allowing you to upload, via CSV, values for multiple dates and multiple securities, all in one go. Think about how you would format the columns if you had 4 dates of values for stockA and 10 dates of values for stockB


2

That's quite odd, I have no explanation, so I'd suggest look at different source of the data. Bloomberg if you got access to it, or Finance Google. FG shows same data and the CSV looks alright - same data as the online table. Maybe contact yahoo finance that there's a glitch, I never came across something like that.


1

One possible solution - You must have ticker list. And you can use "paste" function from R(or concatenation function from the respective software) to do it. Following is the example, *ticker = c("FB","APPL") i = 1 Link = paste(paste("https://www.quandl.com/api/v3/datasets/WIKI/", ticker[i], sep = ""), "/data.csv?&start_date=2014-01-01&...


1

You need the "adjusted high". However, Yahoo Finance does not provide that: https://help.yahoo.com/kb/SLN2311.html However you can adjust manually. From the Normal Close and the Adjusted Close just compute the adjustment factor and then manually adjust the High.


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