QuantMod Basics – Stock Data Download and Manipulation

install.packages("quantmod") #Install the quantmod library
library("quantmod")  #Load the quantmod Library
stockData <- new.env() #Make a new environment for quantmod to store data in
 
startDate = as.Date("2008-01-13") #Specify period of time we are interested in
endDate = as.Date("2012-01-12")
 
tickers <- c("ARM","CSR") #Define the tickers we are interested in
 
#Download the stock history (for all tickers)
getSymbols(tickers, env = stockData, src = "yahoo", from = startDate, to = endDate)
 
#Use head to show first six rows of matrix
head(stockData$ARM)
 
#Lets look at the just the closing prices
Cl(stockData$ARM)
 
#Lets plot the data
chartSeries(stockData$ARM)
 
#Lets add some bollinger bands to the plot (with period 50 & width 2 standard deviations)
?addBBands #Make R display the help documentation so we know what variables to pass to the function
addBBands(n=50, sd=2)
 
#Lets get the technical indicator values saved into a variable
#Note must give it a single time series (I gave it the close price in this example)
indicatorValuesBBands <- BBands(Cl(stockData$ARM),n=50, sd=2)
 
#Lets examine only a 1 month period of data
armSubset<-  window(stockData$ARM, start = as.Date("2010-02-15"), end = as.Date("2010-03-15"))
armSubset #Lets see the data
 
#Lets extract a 1 month period of data for CSR but starting midway through the arm data
csrSubset<-  window(stockData$CSR, start = as.Date("2010-02-25"), end = as.Date("2010-03-25"))
csrSubset #Lets see the data
 
#Now we want to get the intersection of the two subsets of data
#this will gives us all the sets of data where the dates match
#Its important to match the date series to stop spurious analysis of non-synchronised data
#All=FALSE specifies the intersection as in don't include all dates in the merge
armcsrIntersection <- merge(armSubset, csrSubset, all = FALSE)
subset(armcsrIntersection,select = c("ARM.Open","CSR.Open")) #Select the open columns and display