I have an xts object with series of monthly compounded returns of stocks in the following form: AALBERTS ABN_AMRO ABN_LNAM ACCELL_GAEGON___
I have another开发者_C百科 R beginner question... How can I vectorize (avoid for loop in) following code:
I have the following xts object (representing long/short entries (column 1 and 2) and exit (columns 3 and 4) triggerswith \"aggregate\" signal column which should be 1 (system is long), -1 (system is
I am trying to rank order equities (by return for example). As a result I would like to receive a table containing names of stocks in ascending/descending order (parameter to this rank order function)
The latest version of xts on CRAN is 0.7-5. But I\'d like to try out the blotter package, for which xts>= 0.7.6.17 is required. To get this latest version, I first I downloaded the .tgz file from RFor
Dear List, I am trying for technical analysis with R, using packages TTR, quantmod, zoo I have daily prices of gold, the data looks like:
庞帅 开发者_运维百科 2021-08-04 05:33 因为如果不降价卖出去，就全部会砸在厂商自己手里。jerrytow
When converting a data frame with mixed factor and numeric columns to an xts, all of my data gets converted to strings. This isn\'t a problem with the factors, but it\'s extremely annoying with the nu
Build an xts object with two rows. library(xts) junk<-xts(c(1,2),as.Date(c(\"2开发者_运维知识库010-01-01\",\"2010-05-01\")))
What is an easy way of coercing time series data to a data frame, in a format where the resulting data is a summary of the original?
加载中,请稍侯......