Hi Ralph,
You question does not have much to do with R...
BUT your question must be much more specific than that to have meaningful
replies:
(1) what data are you after (prices? intraday or end of day?, fundamentals?,,
etc.)
(2) what is your budget if any if unlimited buddget just get a
Hi Ralph
are you the same Ralph Vince who promotes the optimal f criterion ?
cheers
Sidharth
On Thu, Sep 6, 2012 at 1:33 PM, julien cuisinier j_cuisin...@hotmail.comwrote:
Hi Ralph,
You question does not have much to do with R...
BUT your question must be much more specific than that to
Thanks for the replies. I'm not looking for data adjusted for splits
and dividends, but rather the ex-dates when the dividend or split will
be affecting prices, and the amount of the dividends/ splits. It
appears Yahoo finance might have this information, Im just not sure
how, in R, to extract
On Thu, Sep 6, 2012 at 8:02 AM, Ralph Vince rvinc...@gmail.com wrote:
Thanks for the replies. I'm not looking for data adjusted for splits
and dividends, but rather the ex-dates when the dividend or split will
be affecting prices, and the amount of the dividends/ splits. It
appears Yahoo
Ah, thank you! It must be in the Quantmod API / Thank you. Ralph Vince
On Thu, Sep 6, 2012 at 9:05 AM, G See gsee...@gmail.com wrote:
On Thu, Sep 6, 2012 at 8:02 AM, Ralph Vince rvinc...@gmail.com wrote:
Thanks for the replies. I'm not looking for data adjusted for splits
and dividends, but
Also in quantmod, there is `getFinancials` if you want financial statements
In qmao (https://r-forge.r-project.org/R/?group_id=1113), there's
`getEarnings` which will give you historic analyst estimates and
actual earnings numbers
`getEarningsCalendar` will show you all stocks (U.S. and
Hi,
I have a question regarding the selection of n, the number of time
steps, in a binomial option pricing model. I suppose my question is
not strictly related to R. As larger values should be more accurate,
what I've read on the subject simply suggests that you use a
sufficiently large value
One way to terminate is to look at the consecutive differences between
the averages and terminate if the difference is less than your
tolerance. However, you should guard against the case where the
consecutive differences are never less than the tolerance. In this case,
just put in a maximum
I don't think this is going to do what I'm trying to accomplish here,
which is determine the next, future, pending ex-date for dividends or
splits, if there is one announced, so that I can prepare the systems
for this in advance. It seems to be an nasty problem and I'm trying
to get out of
That data is expensive, but your prime broker will probably provide it for free.
Otherwise, qmao::getDividendsCalendar can do it, but it's inefficient.
You'd have to get the dividends calendar for future dates, and look
for your symbols. Keep in mind that the local symbol will be used
even if
On 09/06/2012 10:45 AM, Ralph Vince wrote:
I don't think this is going to do what I'm trying to accomplish here,
which is determine the next, future, pending ex-date for dividends or
splits, if there is one announced, so that I can prepare the systems
for this in advance. It seems to be an nasty
Yes, I'm willing to pay for it, but I would like to get it
automatically into a format I can parse and use, not even sure where
that exists at the moment. (Doesn't Yahoo Finance get their data from
CSI?) Ralph Vince
On Thu, Sep 6, 2012 at 12:04 PM, G See gsee...@gmail.com wrote:
On Thu, Sep 6,
On Thu, Sep 6, 2012 at 12:56 PM, Ralph Vince rvinc...@gmail.com wrote:
THis looks pretty good, and could be parsed -- I just wish they had it
for cash dividends as well;
http://biz.yahoo.com/c/s.html
Ralph Vince
They do. Please look at
library(qmao)
?getDividendsCalendar
I think I've
THis looks pretty good, and could be parsed -- I just wish they had it
for cash dividends as well;
http://biz.yahoo.com/c/s.html
Ralph Vince
On Thu, Sep 6, 2012 at 1:44 PM, Ralph Vince rvinc...@gmail.com wrote:
Hi Jeff,
Yes, but they only offer dividends not splits. I;ve been working off
of
Garrett,
This is great. Do you think it would be possible to pass in a given
ticker to get that informatoin, rather than getting the whole gulp?
Ralph Vince
On Thu, Sep 6, 2012 at 2:27 PM, G See gsee...@gmail.com wrote:
Ralph,
This will parse that yahoo link you provided. I'll add it (along
Hi all,
I am using the
t(table.AnnualizedReturns(tradedata$daily.pnl.norm[2003/2010],Rf=0,geometric=TRUE))
at the Performance Analytics package to calculate the annualized returns,
stdev and sharpe for the strategies output.
The function returns a table like the one below for all the years
Garrett, this is really great. So I only need to get the latest qmao
to do this? It's in CRAN? Ralph VInce
On Thu, Sep 6, 2012 at 2:49 PM, G See gsee...@gmail.com wrote:
I guess since you really only care about the future, this would be
more appropriate
sc -
You should be able to install it with this command
install.packages(qmao, repos=http://R-Forge.R-project.org;)
If for some reason that does not work, see this link:
http://stackoverflow.com/questions/11105131/cannot-install-r-forge-package-using-install-packages
Garrett
On Thu, Sep 6, 2012
On Thu, Sep 6, 2012 at 9:40 AM, Smith, Dale dale.sm...@fiserv.com wrote:
One way to terminate is to look at the consecutive differences between
the averages and terminate if the difference is less than your
tolerance. However, you should guard against the case where the
consecutive differences
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