wdir="D:\\Rnw to Latex for FiRM\\" setwd(wdir) #this sets the working directory to my flashdrive for (u in 1:10){print(u)} if (!require(BatchGetSymbols)) install.packages('BatchGetSymbols') if(!require(psych)){install.packages("psych")} if(!require(DescTools)){install.packages("DescTools")} if(!require(Rmisc)){install.packages("Rmisc")} if(!require(FSA)){install.packages("FSA")} if(!require(plyr)){install.packages("plyr")} if(!require(boot)){install.packages("boot")} library(BatchGetSymbols) #library(quantmod) #library(ggplot2) #library(psych) #set the dates start.date <- Sys.Date()-365 end.date <- Sys.Date() #the tickers df.SP500 <- GetSP500Stocks() thetickers <- df.SP500$Tickers l.out <- BatchGetSymbols(tickers = thetickers, first.date = start.date, last.date = end.date) #print(l.out$df.control) #print(l.out$df.control$ticker) #print(l.out$df.tickers[1:5,]) #print(l.out$df.tickers[1:5,]$price.adjusted) #?reshape.wide #?head #And change the format of the long dataframe to wide: l.wide <- reshape.wide(l.out$df.tickers) #Now we check the matrix of prices: print(head(l.wide$price.adjusted[,1:5])) names(l.wide) print(head(l.wide$price.adjusted$FB)) l.wide$price.adjusted[1:5,1:8] l.wide$ret.adjusted.prices[1:5,1:8] l.wide$price.adjusted[1:5,]$AAPL l.wide$ret.adjusted.prices[1:5,]$AAPL l.wide$ret.adjusted.prices$AAPL[1:5] retck=l.wide$price.adjusted[2:5,]$AAPL/l.wide$price.adjusted[1:4,]$AAPL-1 retck means=c() sds=c() for (i in 1:10){ means=c(means,mean(l.wide$price.adjusted[,i])) sds=c(sds,sd(l.wide$price.adjusted[,i])) } dstats=cbind(means,sds) dstats summary(l.wide$price.adjusted[,2:8]) #?describe describe(l.wide$price.adjusted[,2:8]) des=describe(l.wide$ret.adjusted.prices[,2:8]) print(des, digits=8)