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January 1, 2016 03:49
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Plotting performance barcharts
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| library(quantmod) | |
| library(PerformanceAnalytics) | |
| # getSymbols(c("SPY", "TLT", "LQD")) | |
| bars = 60 | |
| a = merge(Delt(SPY[,6], k=bars), Delt(TLT[,6], k=bars), Delt(LQD[,6], k=bars)) | |
| b = last(a) | |
| names(b) = c("SPY", "TLT", "LQD") | |
| b2 = round(as.vector(b), digits=2) | |
| barplot( b2, names.arg=names(b) ) | |
| text(1:3, 0, paste(b2, "%", sep="")) |
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