# load packages
library(tidyverse)
## ── Attaching core tidyverse packages ──────────────────────── tidyverse 2.0.0 ──
## ✔ dplyr 1.1.4 ✔ readr 2.1.5
## ✔ forcats 1.0.0 ✔ stringr 1.5.1
## ✔ ggplot2 3.5.2 ✔ tibble 3.3.0
## ✔ lubridate 1.9.4 ✔ tidyr 1.3.1
## ✔ purrr 1.1.0
## ── Conflicts ────────────────────────────────────────── tidyverse_conflicts() ──
## ✖ dplyr::filter() masks stats::filter()
## ✖ dplyr::lag() masks stats::lag()
## ℹ Use the conflicted package (<http://conflicted.r-lib.org/>) to force all conflicts to become errors
library(tidyquant)
## Registered S3 method overwritten by 'quantmod':
## method from
## as.zoo.data.frame zoo
## ── Attaching core tidyquant packages ─────────────────────── tidyquant 1.0.11 ──
## ✔ PerformanceAnalytics 2.0.8 ✔ TTR 0.24.4
## ✔ quantmod 0.4.28 ✔ xts 0.14.1── Conflicts ────────────────────────────────────────── tidyquant_conflicts() ──
## ✖ zoo::as.Date() masks base::as.Date()
## ✖ zoo::as.Date.numeric() masks base::as.Date.numeric()
## ✖ dplyr::filter() masks stats::filter()
## ✖ xts::first() masks dplyr::first()
## ✖ dplyr::lag() masks stats::lag()
## ✖ xts::last() masks dplyr::last()
## ✖ PerformanceAnalytics::legend() masks graphics::legend()
## ✖ quantmod::summary() masks base::summary()
## ℹ Use the conflicted package (<http://conflicted.r-lib.org/>) to force all conflicts to become errors
Stock Index
tq_index_options()
## [1] "DOW" "DOWGLOBAL" "SP400" "SP500" "SP600"
data <- tq_index("SP400")
## Getting holdings for SP400
Stock Exchange
tq_exchange_options()
## [1] "AMEX" "NASDAQ" "NYSE"
tq_exchange("NYSE")
## Getting data...
## # A tibble: 2,730 × 7
## symbol company last.sale.price market.cap country ipo.year industry
## <chr> <chr> <dbl> <dbl> <chr> <int> <chr>
## 1 A "Agilent Technol… 123. 3.50e10 "Unite… 1999 "Biotec…
## 2 AA "Alcoa Corporati… 32.7 8.47e 9 "Unite… 2016 "Alumin…
## 3 AAM "AA Mission Acqu… 10.5 0 "" 2024 ""
## 4 AAMI "Acadian Asset M… 48.9 1.75e 9 "Unite… 2014 "Invest…
## 5 AAP "Advance Auto Pa… 61 3.66e 9 "Unite… NA "Auto &…
## 6 AAT "American Assets… 20.3 1.24e 9 "Unite… 2011 "Real E…
## 7 AAUC "Allied Gold Cor… 17.1 1.97e 9 "" 2025 ""
## 8 AB "AllianceBernste… 37.9 4.19e 9 "Unite… NA "Invest…
## 9 ABBV "AbbVie Inc. Com… 221. 3.90e11 "Unite… 2012 "Biotec…
## 10 ABCB "Ameris Bancorp … 74.9 5.13e 9 "Unite… 1994 "Major …
## # ℹ 2,720 more rows
tq_get
Stock prices from yahoo finance
stock <- tq_get("MSFT")
econmic data from FRED
unemployment_nh <- tq_get("NHUR", get = "economic.data")
unemployment_nh
## # A tibble: 128 × 3
## symbol date price
## <chr> <date> <dbl>
## 1 NHUR 2015-01-01 3.8
## 2 NHUR 2015-02-01 3.8
## 3 NHUR 2015-03-01 3.7
## 4 NHUR 2015-04-01 3.6
## 5 NHUR 2015-05-01 3.5
## 6 NHUR 2015-06-01 3.4
## 7 NHUR 2015-07-01 3.3
## 8 NHUR 2015-08-01 3.3
## 9 NHUR 2015-09-01 3.2
## 10 NHUR 2015-10-01 3.1
## # ℹ 118 more rows