I'm sure Mark Faber likes this chart:
You could also plot the SPX in EUR since 2000 and then refer to the Arcsine Distribution. Even more scarry!
You could also plot the SPX in EUR since 2000 and then refer to the Arcsine Distribution. Even more scarry!
Mahalanobis - am 2009-09-25 16:58 - Rubrik: fun
Arthur (guest) meinte am 29. Dec, 15:05:
looking for the code
Hi Michael,I was wondering if it was possible to get a copy of the R code you use ?
I tried with
library(tseries)
x=get.hist.quote("^N225")
y=get.hist.quote("^GSPC")
z1=get.hist.quote(instrument = "EUR/USD", provider = "oanda",
start = Sys.Date() - 500)
etc (for the exchange rate)
unfortunatley, the range is not the one you use: I cannot get any observations in the beginning of the 90's (and nothing in the 80's). Or maybe could it be possible to get a copy of you dataset ?
actually, I would like to get an estimate of the correlation you have between your two series (and see if we can get a higher correlation)
best regards,
Arthur (arthur.charpentier@univ-rennes1.fr)
