[R] Getting objects from quantmod ticker list
oscar.soppelsa at bancaakros.it
Wed Jul 11 20:49:52 CEST 2012
# One more question, Joshua: let instead of merging tickers
# I would like to put prices from an OHLC object
# in weekly format, then selecting just the close prices.
# What would be a code to do it?
# I guess:
data = new.env()
ticker.list <- c('SPY', 'TLT', 'GLD')
getSymbols(ticker.list, env = data)
X <- do.call(to.weekly, list(data))
# or something like this, but it doesn't work.
# What could I do?
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