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Dear All, Kindly help to resolve the below. get_log_returns <- function(x, return_format = "tibble", period = 'daily', ...) { # Convert tibble to xts if (!is.xts(x)) { x <- xts(x[,-1], order.by = x$Date) } # Get log returns log_returns_xts...
Dear All, Please I need help. I ran the below function and got the highlighted error message. How can I correct it? library(rvest)# Web-scrape SP500 stock listsp_500 <- read_html("https://en.wikipedia.org/wiki/List_of_S...
Dear All, Please help a newbie. ?get_log_returns <- function(x, return_format = "tibble", period = 'daily', ...) { +? ?# Convert tibble to xts +? ?if (!is.xts(x)) { +? ? ?x <- xts(x[,-1], order.by = x$Date) +? ?} +? ?# Get log returns +? ?log_returns_xts <- periodReturn(x...
Hi Brian, This was the thread I raised my question on; It is nearly impossible for anyone to help you because your example uses data (CSVs on your local hard drive) and functions (in functions.R) that no one else...
Dear Matt, This worked but the Date column is presented as the last column as against the second column. Thank You and Best Regards,? Emeka I. Atuma Integrity - Walk Your Talk Don't Talk Your Work On Saturday, 26 September...
Dear All, Please I need help. I ran the below function and got the highlighted error message. How can I correct it? library(rvest) library(rvest) library(pbapply) library(TTR) library(dygraphs) library(lubridate) library(tidyquant) library(timetk) pacman::p...
Dear All, I need help. Below is my 17 Assets portfolio code and the error message and I recieve the following error;? Error in optimize(f = optim.callback, interval = c(ef$ret[max.sh - 1], ?:?? invalid 'xmin' valueIn addition: Warning...
Update: The second function and the error is below: get_stock_prices <- function(ticker), return_format = "tibble", ...) { ? # Get stock prices ? stock_prices_xts <- getSymbols(Symbols = ticker, auto.assign = FALSE, ...) ? # Rename ? names(stock_prices_xts) <- c("Open", "High", "Low", "Close", "Volume...
Dear Joshua, Sequel to your response below, what package can other nationals whose data are not in R use to do analysis and manage assets??Thank You and Best Regards,?EmekaIntegrity is work your talk don't talk your work...
Dear Brian, The Portfolio VaR is expected to be lower than the sum of the individual asset VaRs. This is made possible due to correlation between the individual assets.?Thank You and Best Regards, Emeka .I. A Integrity is work...
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