SP500NasdaqDAX

  1. require(rCharts)
  3. rChart <- rCharts$new()
  4. rChart$setLib('//timelyportfolio.github.io/rCharts_d3_horizon/libraries/widgets/d3_horizon')
  5. rChart$setTemplate(script = '//timelyportfolio.github.io/rCharts_d3_horizon/libraries/widgets/d3_horizon/layouts/d3_horizon_smallmultiple.html')
  7. rChart$set(
  8.   bands = 3,
  9.   mode = "mirror",
  10.   interpolate = "basis",
  11.   width = 700,
  12.   height = 300
  13. )
  15. require(quantmod)
  16. #get sp500 prices and convert them to monthly
  17. SP500 <- to.monthly(
  18.   getSymbols("^GSPC", from = "1990-01-01", auto.assign = FALSE)
  19. )[,4]
  20. Nasdaq <- to.monthly(
  21.   getSymbols("^IXIC", from = "1990-01-01", auto.assign = FALSE)
  22. )[,4]
  23. Dax <- to.monthly(
  24.   getSymbols("^GDAXI", from = "1990-01-01", auto.assign = FALSE)
  25. )[,4]
  27. #get 12 month rolling return
  28. prices <- merge(SP500,Nasdaq,Dax)
  29. returns <- na.omit(ROC(prices, type = "discrete", n = 12))
  30. returns.df <- cbind(
  31.   as.numeric(as.POSIXct(as.Date(index(returns)))),
  32.   coredata(returns)
  33. )
  35. colnames(returns.df) <- c("date","SP500","Nasdaq","DAX")
  37. #supply the data to our dataless but no longer naked rChart
  39. rChart$set(data = returns.df)
  40. rChart$set(x = "date")
  41. rChart