There are some available package tools allow us to manage investment portfolio.
options(digits=4, scipen=100)
rm(list=ls(all=T))
Sys.setlocale('LC_ALL', 'C')
## [1] "C"
library(fPortfolio)
## Warning: package 'fPortfolio' was built under R version 4.0.5
## Warning: package 'timeDate' was built under R version 4.0.5
## Warning: package 'timeSeries' was built under R version 4.0.5
## Warning: package 'fBasics' was built under R version 4.0.5
## Warning: package 'fAssets' was built under R version 4.0.5
library(tseries)
## Warning: package 'tseries' was built under R version 4.0.5
library(quantmod)
library(modopt.matlab)
## Warning: package 'modopt.matlab' was built under R version 4.0.5
## Warning: package 'ROI.plugin.glpk' was built under R version 4.0.5
= c('MMM', 'AXP', 'AAPL', 'BA', 'CAT', 'CVX',
DJ10 'CSCO', 'KO', 'XOM', 'GE')
= length(DJ10)
K = as.Date(c('2015-10-01','2017-09-30')) dd
= sapply(DJ10, function(x) {
mx = getSymbols(x,from=dd[1],to=dd[2],auto.assign=F)
G as.numeric(Delt(G[,6])) })[-1,]
names(mx) = DJ10