hw

library(xts)

## Loading required package: zoo

## 
## Attaching package: 'zoo'

## The following objects are masked from 'package:base':
## 
##     as.Date, as.Date.numeric

library(quantmod)

## Loading required package: TTR

## Registered S3 method overwritten by 'quantmod':
##   method            from
##   as.zoo.data.frame zoo

library(lubridate)

## 
## Attaching package: 'lubridate'

## The following objects are masked from 'package:base':
## 
##     date, intersect, setdiff, union

library(dplyr)

## 
## ######################### Warning from 'xts' package ##########################
## #                                                                             #
## # The dplyr lag() function breaks how base R's lag() function is supposed to  #
## # work, which breaks lag(my_xts). Calls to lag(my_xts) that you type or       #
## # source() into this session won't work correctly.                            #
## #                                                                             #
## # Use stats::lag() to make sure you're not using dplyr::lag(), or you can add #
## # conflictRules('dplyr', exclude = 'lag') to your .Rprofile to stop           #
## # dplyr from breaking base R's lag() function.                                #
## #                                                                             #
## # Code in packages is not affected. It's protected by R's namespace mechanism #
## # Set `options(xts.warn_dplyr_breaks_lag = FALSE)` to suppress this warning.  #
## #                                                                             #
## ###############################################################################

## 
## Attaching package: 'dplyr'

## The following objects are masked from 'package:xts':
## 
##     first, last

## The following objects are masked from 'package:stats':
## 
##     filter, lag

## The following objects are masked from 'package:base':
## 
##     intersect, setdiff, setequal, union

# Set date range
begin_date <- "2013-01-01"
end_date <- "2015-12-31"

# Valid tickers only (AEZS removed)
stock_namelist <- c("AAPL", "AMD", "ADI", "ABBV", "A", "APD", "AA", "CF")

# Safely get adjusted close prices
data_set <- xts()
for (symbol in stock_namelist) {
  tryCatch({
    stock_data <- Ad(getSymbols(symbol, from = begin_date, to = end_date, auto.assign = FALSE))
    data_set <- cbind(data_set, stock_data)
  }, error = function(e) {
    message(paste("Skipping:", symbol, "— not available."))
  })
}

# Rename columns to match tickers
colnames(data_set) <- stock_namelist

# Calculate log returns
X <- diff(log(data_set), na.pad = FALSE)
print(head(X))

##                    AAPL          AMD          ADI         ABBV            A
## 2013-01-03 -0.012702938 -0.015936577 -0.016267757 -0.008291405  0.003575422
## 2013-01-04 -0.028249542  0.039375128 -0.017947523 -0.012713820  0.019555223
## 2013-01-07 -0.005899345  0.030420658  0.003052831  0.002033667 -0.007259162
## 2013-01-08  0.002687468  0.000000000 -0.010370255 -0.022004529 -0.008022628
## 2013-01-09 -0.015752318 -0.015094611 -0.002609039  0.005620058  0.026649317
## 2013-01-10  0.012319894 -0.003809616  0.012041188  0.002945649  0.007354819
##                      APD           AA           CF
## 2013-01-03 -0.0035005091  0.008858913 -0.004740656
## 2013-01-04  0.0133513147  0.020732178  0.022152126
## 2013-01-07 -0.0009229190 -0.017429680 -0.003753372
## 2013-01-08  0.0018453717  0.000000000 -0.014768762
## 2013-01-09  0.0133906906 -0.002200167  0.034376496
## 2013-01-10 -0.0009099872 -0.012188554  0.014916930