Daily Stock Prices and Returns

library(quantmod) library(dplyr) library(tidyr)

stocks <- c(“AAPL”, “MSFT”, “GOOG”, “AMZN”, “TSM”, “NVDA”)

getSymbols( stocks, src = “yahoo”, from = “2024-01-01”, to = Sys.Date(), auto.assign = TRUE )

library(quantmod) library(dplyr)

stocks <- c(“AAPL”, “MSFT”, “GOOG”, “AMZN”, “TSM”, “NVDA”)

getSymbols( stocks, src = “yahoo”, from = “2024-01-01”, to = Sys.Date(), auto.assign = TRUE )

Тус бүрийн daily return-ийг тооцож, нэг xts болгон нэгтгэх

returns <- do.call(merge, lapply(stocks, function(s) { dailyReturn(Ad(get(s)), type = “log”) }))

colnames(returns) <- stocks

returns_df <- data.frame( Date = index(returns), coredata(returns) )

head(returns_df)

returns_df <- data.frame( Date = index(returns), coredata(returns) )

head(returns_df)