Hi Dave,
On Sun, Dec 5, 2010 at 12:36 PM, David L. Van Brunt, Ph.D.
dlvanbr...@gmail.com wrote:
Hi.. I was just trying to familiarize myself with the quantmod package, and
I didn't find any explanation for the following after searching:
quantmod provides a means to access the data. It does
:
ROC(price, type=discrete)
Documentation and the source are available. Please use them to
investigate odd behavior.
--
Joshua Ulrich | FOSS Trading: www.fosstrading.com
It should work out if there is as later on I go to do this:
# Calculate equity curves
eq_up - cumprod(1+ret*sigup
software does this sort of
thing, but was hoping R might have an appropriate package.
Everything above was done with the base R packages.
Best,
--
Joshua Ulrich | FOSS Trading: www.fosstrading.com
Many thanks,
Graham
[[alternative HTML version deleted
=148722
What bottlenecks are you running into? Nearly all the heavy lifting
in quantmod, TTR, xts, etc. is done in C, so moving to LISP probably
wouldn't be much faster.
Best,
--
Joshua Ulrich | FOSS Trading: www.fosstrading.com
On Jan 24, 2011, at 11:34 PM, Paul Teetor paultee...@yahoo.com
getPrice doesn't exist in quantmod until 0.3-14. Please update
quantmod manually. I'll change the blotter DESCRIPTION file to
reflect the dependency.
--
Joshua Ulrich | FOSS Trading: www.fosstrading.com
On Tue, Jan 25, 2011 at 3:21 PM, Worik worik.stan...@gmail.com wrote:
I installed
On Tue, Jan 25, 2011 at 3:27 PM, Joshua Ulrich josh.m.ulr...@gmail.com wrote:
getPrice doesn't exist in quantmod until 0.3-14. Please update
quantmod manually. I'll change the blotter DESCRIPTION file to
reflect the dependency.
blotter already depends on quantmod_0.3-14. R-forge only
this to chide, but to help you ask questions that are more
likely to be answered. Someone will be much more likely to help you
if you create a minimal example (without Perl) that replicates this
issue with your callback code.
Best,
--
Joshua Ulrich | FOSS Trading: www.fosstrading.com
On Mon
I just installed the most current versions of xts, blotter, and
quantstrat from R-forge. I then ran the maCross.R demo after
uncommenting the two lines for short entries / exits. I don't receive
any cross through zero warnings. I can't replicate your issue.
--
Joshua Ulrich | FOSS Trading
. You
may also need to set your column names to
c(Open,High,Low,Close,Volume).
Hope that helps,
--
Joshua Ulrich | FOSS Trading: www.fosstrading.com
Perhaps this could help someone to diagnose the problem:
str(wig20asxts)
An ‘xts’ object from 1994-04-14 to 2011-03-09 containing:
Data
, SBUX.Low ,
SBUX.Close , SBUX.Volume , SBUX.Adjusted, TurnOver )
Cheers
Soren
--
http://censix.com
Another way is via the `$-` operator:
SBUX$TurnOver - SBUX[,SBUX.Close]*SBUX[,SBUX.Volume]
Best,
--
Joshua Ulrich | FOSS Trading: www.fosstrading.com
))
}
environment: namespace:quantmod
names(quantmod:::.chart.theme)
[1] white white.mono black black.mono beige
[6] wsj
Best,
Costas
Hope that helps,
--
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for the report!
Best,
--
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On Sun, May 15, 2011 at 4:13 PM, G See gsee...@gmail.com wrote:
Because you included the 'to' argument in your call to getDividends
and getSplits; and it's not included in those calls within
getSymbols.yahoo. I'll take
not doing anything wrong, but the error tells you exactly
what's going on. na.omit.xts doesn't currently support character
vectors.
Best,
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no crises, but it is odd.
W
Best,
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On 17/05/11 12:02, Joshua Ulrich wrote:
On Mon, May 16, 2011 at 5:59 PM, Worik Stantonworik.stan...@gmail.com
wrote:
Friends
I cannot see what I am doing wrong.
I have xts
Q.x
return
-interpreted when I
originally wrote the function):
http://web.archive.org/web/20081224134043/http://www.sitmo.com/eq/172
set.seed(21)
N - 260
n - 100
r - rnorm(n)/100
last(sqrt(N) * runSD(r, n))
sqrt(N/(n-1)*sum((r-mean(r))^2))
Thanks!
--
Joshua Ulrich | FOSS Trading: www.fosstrading.com
On Fri, May
.
Tom
Hope that helps,
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Emma
Best,
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, 1199858400,
1199944800, 1200031200, 1200290400), tzone = , tclass = Date),
.Dim = c(10L,
1L))
We are all extremely busy, so you need to make it as easy as possible
for us if you want our help for free.
Best,
--
Joshua Ulrich | FOSS Trading: www.fosstrading.com
On Wed, Jun 1, 2011 at 8:54 AM
, subscribe first.
-- Also note that this is not the r-help list where general R questions
should go.
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over the indices of the object.
for(i in 1:NROW(bars['T10:00/T10:30',])) {
bar - bars[i,]
# do stuff
}
Thanks!
--
Noah Silverman
UCLA Department of Statistics
8117 Math Sciences Building
Los Angeles, CA 90095
Best,
--
Joshua Ulrich | FOSS Trading: www.fosstrading.com
... and from 201 row on it looks OK. Please see
code and results below.
Thank you for guiding me to the direction of the solution.
Regards,
Samo.
Best,
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Owe,
nasdaq.com changed the format of the file stockSymbols() parses. I've
patched on R-Forge, but have not pushed it to CRAN yet. You can
install TTR from R-Forge via:
R install.packages(TTR, repos=http://r-forge.r-project.org;)
Best,
--
Joshua Ulrich | FOSS Trading: www.fosstrading.com
the environment looks like right before the error.
HTH,
--
Joshua Ulrich | FOSS Trading: www.fosstrading.com
On Mon, Aug 22, 2011 at 3:12 AM, SNV Krishna kris...@primps.com.sg wrote:
Hi,
I am using R 2.13.1, Windows XP OS. I updated all the packages and below is
the command and output sequence. Any
: bgpbraverock
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))
stock.str - NYA
Best,
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On Sat, Sep 17, 2011 at 7:20 PM, Dan Avery dav...@marketingleverage.com wrote:
Hi All,
First, hats off to all involved in the quantstrat and related projects - very
impressive stuff.
I ran the bbands.R example from
Dan,
This is probably an issue with the start/end of daylight saving time
in your timezone.
Best,
--
Joshua Ulrich | FOSS Trading: www.fosstrading.com
On Fri, Sep 23, 2011 at 7:38 AM, G See gsee...@gmail.com wrote:
hmmm.
I'm using xts_0.8-3 revision 602 on R-Forge, and it *almost* works
In addition to sink(), you can also use capture.output(). Then you
can read the contents of out into a new object.
out - capture.output({
Fit - auto.arima(data_ts, trace=TRUE)
})
outData - read.table(con - textConnection(out), sep=:)
close(con)
Best,
--
Joshua Ulrich | FOSS Trading
Hi Roger,
Have you seen Brian's answer in this thread?
https://stat.ethz.ch/pipermail/r-sig-finance/2011q3/008470.html
I believe one of those two approaches should work for you.
Best,
--
Joshua Ulrich | FOSS Trading: www.fosstrading.com
On Wed, Oct 19, 2011 at 12:01 PM, Roger Trimble ro
posting mistakes.
Following the guide will make it easier--therefore more likely--for
people to help you.
http://www.r-project.org/posting-guide.html
Best,
--
Joshua Ulrich | FOSS Trading: www.fosstrading.com
On Sat, Oct 22, 2011 at 5:10 PM, financial engineer
fin_e...@hotmail.com wrote:
hi
, X = X, Time = Time, r = r, b = b,
tol = tol, maxiter = maxiter)$root
volatility
}
There you go. Now you can read ?uniroot to see what it does.
--
Joshua Ulrich | FOSS Trading: www.fosstrading.com
On Tue, Nov 1, 2011 at 6:59 PM, financial engineer fin_e...@hotmail.com wrote:
hi
function (which then is known to have at least one root
in the interval).
Best,
--
Joshua Ulrich | FOSS Trading: www.fosstrading.com
On Tue, Nov 1, 2011 at 8:03 PM, financial engineer fin_e...@hotmail.com wrote:
going through the uniroot, it seems like the crux is in .fGBSVolatility
where
to provide the _specific_ demos
you tried to run and the _exact_ error you received.
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Please don't cross post, especially without mentioning it.
http://stackoverflow.com/questions/8336410/descriptive-statistic-for-each-variable-under-list-data-type-in-r
Also, this is off-topic because it has nothing to do with finance.
--
Joshua Ulrich | FOSS Trading: www.fosstrading.com
the section on Surprising behavior and
bugs.
http://www.r-project.org/posting-guide.html
There are 4 blocks of commands in Section 6 of the paper. You need to
tell us which commands create the error.
Thank you for your kind consideration and response.
Wei-han Liu
Best,
--
Joshua Ulrich | FOSS
of the posting guide.
Wei-han
Best,
--
Joshua Ulrich | FOSS Trading: www.fosstrading.com
From: Joshua Ulrich josh.m.ulr...@gmail.com
To: Wei-han Liu weihanliu2...@yahoo.com
Cc: R-SIG-Finance@r-project.org R-SIG-Finance@r-project.org
Sent: Thursday, 15
).
Subsetting xts objects by time of day has been discussed several times
on this list. Please search the list archives (e.g. via rseek.org).
Regards,
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https
greatly appreciate if someone can comment on which versions are
correct. Thank you.
The calculations in most recent revisions on R-forge match the
original papers. I can't comment on Euan Sinclair's calculations.
Best,
--
Joshua Ulrich | FOSS Trading: www.fosstrading.com
in less than 24 hours.
Best,
--
Joshua Ulrich | FOSS Trading: www.fosstrading.com
On Thu, Jan 5, 2012 at 2:43 PM, Bos, Roger roger@rothschild.com wrote:
I am getting an error that blotter is not available for R version
2.14.1patched and 2.14.0.
Here is my command:
install.packages
Please don't cross-post:
http://stackoverflow.com/questions/237/plotting-stl-with-time-series-data
--
Joshua Ulrich | FOSS Trading: www.fosstrading.com
On Mon, Jan 16, 2012 at 2:03 PM, financial engineer
fin_e...@hotmail.com wrote:
hi,
I am trying to use stl to get a breakdown
/124.71-1 = -0.004089488
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Hi Jun,
Specifying the date format via setSymbolLookup fixes it. I'm not sure
if there is a more general solution.
setSymbolLookup(test=list(src=csv,format=%Y-%m-%d))
getSymbols('test',src='csv')
Best,
--
Joshua Ulrich | FOSS Trading: www.fosstrading.com
On Fri, Jan 27, 2012 at 7:40 PM
There is also quantmod::adjustOHLC, which will provide better adjusted
OHL prices than using the Close / Adjusted Close ratio.
--
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R/Finance 2012: Applied Finance with R
www.RinFinance.com
On Sat, Feb 18, 2012 at 4:44 PM, SW kry...@yahoo.com
that this wouldn't be
an issue if you actually provide HLC data to the function, instead of
only close prices.
Thanks for your thoughts.
--
Stergios Marinopoulos
Best,
--
Joshua Ulrich | FOSS Trading: www.fosstrading.com
R/Finance 2012: Applied Finance with R
www.RinFinance.com
page:
http://cran.r-project.org/web/packages/quantmod/index.html
Regards
Andre Zege
--
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R/Finance 2012: Applied Finance with R
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https
$group, FUN=min)
SPY$grpMax - ave(SPY$diff, SPY$group, FUN=max)
Best,
--
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R/Finance 2012: Applied Finance with R
www.RinFinance.com
On Fri, Mar 23, 2012 at 5:07 AM, Paolo Giusti gommoskip...@gmail.com wrote:
I am trying to find a vectorized
no such thing as a getSymbol object. By default getSymbols
returns an xts object. xts objects do not have a time column; they
have an index attribute that stores the date/time.
What did you try? This works:
x - xts(1:10, Sys.Date()+1:10)
x - merge(x,10:1)
Best,
--
Joshua Ulrich | FOSS
On Thu, Mar 29, 2012 at 8:58 AM, R. Michael Weylandt
michael.weyla...@gmail.com wrote:
You might google around for anything involving the term quantstrat.
And/or look at the demos in the package.
Michael
On Thu, Mar 29, 2012 at 6:03 AM, John Hardy numidiancava...@yahoo.com wrote:
Hi,
this your sole contribution to our community, I
would be extremely thankful.
Thanks,
--
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R/Finance 2012: Applied Finance with R
www.RinFinance.com
On Sat, Apr 7, 2012 at 9:41 AM, Michael comtech@gmail.com wrote:
Real-world Pairs Trading?
Hi
Premkumar,
On Apr 7, 2012 12:36 PM, Premkumar Narasimhan premh...@hotmail.com
wrote:
I am a little confused - the heading of the newsgroup does indicate that
it is R-SIG-**FINANCE**. Michael is evidently using R. So why should he not
ask the question here?Thanks!
...evidently using R is key.
=.index(IBM.m[24,]), col=white, lty=2)
Best,
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R/Finance 2012: Applied Finance with R
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value
of FALSE, so existing functionality will not change) but the result at
time (t) will use observations from t-1 through t-n, not t-1 through
t-n+1.
Thanks,
--
Joshua Ulrich | FOSS Trading: www.fosstrading.com
R/Finance 2012: Applied Finance with R
www.RinFinance.com
On Thu, Apr 5, 2012
--
+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+
|c|o|s|t|a|s|@|v|o|r|l|o|w|.|o|r|g|
+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+-+
--
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R/Finance 2012: Applied Finance with R
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the index from timeDate to Date. Why convert to timeSeries at
all, when you essentially destroy all the timeSeries information with
later conversions? Seems very unnecessary, but you didn't say what
type of object is being passed to your function...
Best,
--
Joshua Ulrich | FOSS Trading
Marinopoulos
Best,
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You cannot mix chartSeries / addTA functions with chart_Series and
add_TA functions.
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On Sun, Apr 22, 2012 at 9:08 AM, Gordon Erlebacher
gordon.erleb...@gmail.com wrote:
Hi
. For example:
# use this
chart_Series(SPY, TA=add_SMA(50); add_SMA(200))
# instead of this
chart_Series(SPY); add_SMA(50); add_SMA(200)
Best,
--
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R/Finance 2012: Applied Finance with R
www.RinFinance.com
On Mon, Apr 23, 2012 at 9:23 AM, Brian G
You have to unsubscribe yourself, using the link that's at the bottom
of _every_ message to the list.
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
--
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On Mon, Apr 23, 2012 at 10
On Sat, Apr 28, 2012 at 1:34 AM, jpman jpok...@gmail.com wrote:
Hi, does anyone know where I can download the indexing package created by
Jeff Ryan? Thanks.
R-forge:
http://r-forge.r-project.org/projects/indexing/
Best,
--
Joshua Ulrich | FOSS Trading: www.fosstrading.com
R/Finance 2012
. This does not preclude you from checking out the source code
and building the package yourself. R-forge != CRAN. If you're using
code that is still in development, you really should make yourself
familiar with the package building/checking process.
--
Joshua Ulrich | FOSS Trading
, the questions are related, because they are
based on related dataset; but the questions are not the same at all.
In fact, the question on R-sig-finance is merely about the NAs and
rugarch... nothing else...
What happened to you Josh?
On Sun, Apr 29, 2012 at 4:37 PM, Joshua Ulrich
It's not clear to me what you're trying to do. An example would help.
My guess is that you're looking for something like this:
x - xts(1:10, Sys.Date()-10:1)
rbind(x, xts(NA_integer_,Sys.Date()-11))
Best,
--
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R/Finance 2012: Applied Finance
be done without copying in several languages. Not R (as far as I
know). In R, almost everything is done without copying, even when copying is
not really required. On the other hand, R has many nice properties.
Gordon
On Mon, Apr 30, 2012 at 3:43 PM, Joshua Ulrich josh.m.ulr...@gmail.com
Gordon,
On Mon, Apr 30, 2012 at 3:34 PM, Gordon Erlebacher
gordon.erleb...@gmail.com wrote:
In any case, regardless of whether I am expressing myself correctly or not,
I do understand the differences between xts and data.frame, and I still
believe that there must be a way to go from date to
,
--
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R/Finance 2012: Applied Finance with R
www.RinFinance.com
On Tue, May 1, 2012 at 6:04 AM, Karim kktras...@gmail.com wrote:
Hi,
My xts object : SP500TiSa
head(SP500TiSa)
BID OFR PRICE SIZE
2012-01-23 06:00:58
:02 18
1969-12-31 18:00:03 24
1969-12-31 18:00:03 30
--
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R/Finance 2012: Applied Finance with R
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On Tue, May 1, 2012 at 10:40 AM, Karim kktras...@gmail.com wrote:
I could send the file itself, but maybe that's because
You don't need the call to which() and its results may confuse you if
there are no matches, in which case your code below will return
whatever tsm[integer(0)] returns.
Try this instead:
tsm[!(as.Date(time(tsm)) %in% as.Date(index.holidays)),]
Best,
--
Joshua Ulrich | FOSS Trading
(more values will also mean
longer optimization times).
Best,
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portion
of the R-SIG-Finance community has been at the R/Finance conference
yesterday and today.
thanks!
Ben
Best,
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R/Finance 2012: Applied Finance with R
www.RinFinance.com
On Thu, May 10, 2012 at 8:36 PM, Ben quant ccqu...@gmail.com wrote
resources online to learn about R, S3, S4
etc.. Also, how do I look at source code? is not a finance-related
question, even though you want to look at the source code of a
finance-related function.
thanks
Jamie
Best,
--
Joshua Ulrich | FOSS Trading: www.fosstrading.com
to read:
http://cran.r-project.org/doc/manuals/R-admin.html#Installing-R-under-Windows
Note that this has nothing to do with finance, and is therefore
off-topic for this list.
Best,
--
Joshua Ulrich | FOSS Trading: www.fosstrading.com
--
Checkout
alpha via '...' (the
default value is 1.34).
Best,
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Hi Felice,
It looks like there was a tiny bug (a typo) in .updatePosPL, which is
now corrected on R-forge. Please check out the source, then
build/INSTALL; or wait a day or two for the R-forge process to build
the package for you.
Best,
--
Joshua Ulrich | FOSS Trading: www.fosstrading.com
On Tue, Jun 19, 2012 at 6:07 PM, Bert Gunter gunter.ber...@gene.com wrote:
1. Don't double post. (obviously belongs on finance list)
2. Homework? (we don't do homework on r-help)
We don't do homework on R-SIG-Finance either...
-- Bert
Best,
--
Joshua Ulrich | FOSS Trading
] 0.02127 -0.04015
Best,
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-- Also
R questions
should go.
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note that it doesn't print correctly
# (due to rounding/precision issues)
print(x)
# You can see how it's actually stored by using format
key - as.character(index(x), format=%Y-%m-%d %H:%M:%OS6)
# There's the problem
print(key)
I don't know of a solution, other than don't do that.
Best,
--
Joshua
thomas.ful...@coherentlogic.com
IM: thospfuller (Yahoo)
Registered in England, #05560634
145-157 St. John Street
London, EC1V 4PY United Kingdom
work: 44.[0]207.788.7654
mobile: 44.[0]781.828.7465
[[alternative HTML version deleted]]
Best,
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Joshua Ulrich | about.me
Hi Nikos,
See ?na.locf.
quantstrat et al are under heavy development but they're also used by
professionals every day, so there's no reason you can't use them.
Best,
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Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
On Thu, Aug 16, 2012 at 7:44 PM, Nikos
Use the colClasses arg to read Date and Time as character:
dat - read.csv(tick.csv, colClasses=c(rep(character,2),rep(numeric,6)))
HTH,
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Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
On Mon, Sep 17, 2012 at 1:14 PM, Costas Vorlow costas.vor...@gmail.com wrote
must be in GMT, i.e. no daylight saving time.
--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
-Original Message-
From: r-sig-finance-boun...@r-project.org
[mailto:r-sig-finance-boun...@r-project.org] On Behalf Of Costas Vorlow
Sent: Monday, September 17
adjustment ratio. Please advise if you
(or anyone) notice any issues.
Best,
--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
On Wed, Sep 19, 2012 at 5:23 PM, Jim Green
student.northwest...@gmail.com wrote:
On 19 September 2012 04:00, Jim Green student.northwest
Hi Roger,
Thanks for the report. The problem was in the EMA function, which is
now fixed on R-Forge (revision 136). It now throws an error if there
are not enough non-NA values to calculate a n-period EMA.
Best,
--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
At the very top of the email you just replied to, it says:
To subscribe or unsubscribe via the World Wide Web, visit
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
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Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
On Mon, Oct 15, 2012 at 6:53 AM, Ram
time cleaning up your prose and code in
order to help.
Best,
--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
On Wed, Oct 17, 2012 at 12:12 PM, FJ M chicagobrownb...@hotmail.com wrote:
I successfully retrieve Date OHLCAdjC and dividends for two stocks, code
On Mon, Oct 22, 2012 at 3:46 AM, gunjan narulkar
gunjan_narul...@yahoo.com wrote:
My apologies. I should have given that information to start with.
Command used: install.packages(quantmod)
Error: package ‘quantmod’ is not available (for R version 2.15.1)
sessionInfo() output:
R version
and
not on Nabble.
Best,
--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
On Sun, Oct 28, 2012 at 6:14 AM, Henry Bee henry@gmail.com wrote:
Fixed another problem. There must be also be a dividend to unadjust. Updated
file attached.
adjustOHLC.R http://r.789695.n4
chartSeries (and chart_Series) in quantmod do this. For example:
require(quantmod)
getSymbols(SPY)
chartSeries(SPY, subset=last 2 weeks)
Hope that helps,
--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
On Wed, Nov 14, 2012 at 7:23 PM, jefe goode jefe_go
with chartSeries. See ?pdf.
From: Joshua Ulrich josh.m.ulr...@gmail.com
To: jefe goode jefe_go...@yahoo.com
Cc: r-sig-finance r-sig-fina...@stat.math.ethz.ch
Sent: Thursday, 15 November 2012, 1:29
Subject: Re: [R-SIG-Finance] ggplot2 and equity timeseries plot.
chartSeries (and chart_Series
if you follow the Surprising behavior and bugs
section of the posting guide:
http://www.r-project.org/posting-guide.html
Best,
--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
On Thu, Dec 13, 2012 at 1:05 PM, Muhammad Abuizzah izzah...@yahoo.com wrote:
I created
white to black.
There is no add_SAR, so I'm not sure how you got (or expected)
reasonable results by combining chart_Series with addSAR.
cheers
Worik
--
Overcoming poverty is not a task of charity, it is an act of justice
Best,
--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading
a namespace (and not attached):
[1] grid_2.15.2 lattice_0.20-10
Best,
--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
R/Finance 2013: Applied Finance with R | www.RinFinance.com
On Mon, Feb 4, 2013 at 4:58 AM, Ulrich Staudinger
ustaudin...@activequant.com wrote
Ulrich
--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
R/Finance 2013: Applied Finance with R | www.RinFinance.com
___
R-SIG-Finance@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
Nikos,
Please provide a minimal reproducible example. For examples of how to
do this, see:
http://stackoverflow.com/q/5963269/271616
Best,
--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
R/Finance 2013: Applied Finance with R | www.RinFinance.com
On Tue, Feb
not be a digit. Technically, you can assign a value
to a name that starts with a number, but you will run into lots of
problems.
Best,
--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
R/Finance 2013: Applied Finance with R | www.RinFinance.com
On Sun, Feb 24, 2013
Finance Department
Asia University
Tel: 04-2332-3456#48055
Mobile: 0929125845/0973830823
臧仕維
亞洲大學財務金融系
電話：04-2332-3456#48055
手機：0929125845/0973830823
41354台中霧峰柳豐路500號
Best,
--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
R/Finance 2013: Applied Finance
help others help you. You could set the column names of
'gy' to the index values, but I have no idea if that's what you
actually want...
colnames(gy) - index(gy)
Can anyone help?
Best
Sven
Best,
--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
R/Finance 2013
What version of TTR are you using? I may have already fixed this on R-Forge.
--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
R/Finance 2013: Applied Finance with R | www.RinFinance.com
On Fri, Mar 15, 2013 at 2:49 PM, rex r...@nosyntax.net wrote:
I'm
On Fri, Mar 15, 2013 at 4:53 PM, rex r...@nosyntax.net wrote:
Joshua Ulrich josh.m.ulr...@gmail.com [2013-03-15 12:51]:
What version of TTR are you using? I may have already fixed this on
R-Forge.
How do I tell? Trying to reinstall using:
install.packages(TTR, repos=http://R-Forge.R
all be done with quantmod /ttr etc today but
would just like to stay within the bounds of base R for educational
purposes.
thanks for your help. Bill
Best,
--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
R/Finance 2013: Applied Finance with R
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