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Exercise

Understanding initialization settings - II

Like in the previous chapter, you will use getSymbols() to obtain the SPY data from Yahoo! Finance.

After importing the data, use stock() to tell quantstrat what instruments will be present for the simulation, and to treat them just as they are, as opposed to creating a minimum buy size, as with futures. Furthermore, this command specifies which currency to use with the given instruments. Note that whenever you use a function to initialize a dataset such as GDX or SPY, you must enclose it in quotation marks:

stock("GDX", currency = "USD")

The quantstrat package has been loaded into your workspace, as well as the from and to date strings that you created in the previous exercise.

Instructions
100 XP
  • Use the library() command to load the quantmod package.
  • Use getSymbols() to get adjusted data from SPY from Yahoo! Finance between the from and to dates.
  • Use the stock() command to let quantstrat know you will be using the SPY data in your strategy and set its currency to "USD".
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