Downloading SP500 stock price data with R

August 7, 2013

(This article was first published on Quantifying Information » Rbloggers, and kindly contributed to R-bloggers)

Using R, we show how to download historic stock prices for all S&P500 components from Yahoo!Finance. We visualize missing data, and process stock prices to get clean daily logarithmic returns. The data then could readily be used in financial applications like risk management or asset management.

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