Downloading SP500 stock price data with R

August 7, 2013
By

(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.

To leave a comment for the author, please follow the link and comment on their blog: Quantifying Information » Rbloggers.

R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: Data science, Big Data, R jobs, visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web Scraping) statistics (regression, PCA, time series, trading) and more...



If you got this far, why not subscribe for updates from the site? Choose your flavor: e-mail, twitter, RSS, or facebook...

Comments are closed.

Search R-bloggers


Sponsors

Never miss an update!
Subscribe to R-bloggers to receive
e-mails with the latest R posts.
(You will not see this message again.)

Click here to close (This popup will not appear again)