NathanEpstein / finData

R library for easily scraping financial time series data

#finData

##Description

A compact R library to easily gather and analyze financial price and trading data from Yahoo Finance. Simple functions let the user get price data, returns, covariance matrices, and performance statistics.

##Using This Library

install.packages('devtools')
library('devtools')
install.github('nathanepstein/finData')
library(finData)

Note: You only need lines 1-3 the first time you use this. After the library is installed, you can simply call library(finData) in the future.

##Functions

getData

getReturns

getCovar

getStats