Precious Metals Dashboard
This R script produces charts of Gold, Platinum, Palladium, and Silver.
# Charts Gold prices in USD from Oanda
require(Quantmod)
#fetch data
getSymbols(c("XAU/USD","XPT/USD","XPD/USD","XAG/USD"),src="oanda")
#setup the plot area, each TA is another graph
layout(matrix(1:4, nrow=2))
#charts to be included
chartSeries(XAUUSD,name="Gold (.oz) in USD", layout=NULL)
chartSeries(XPTUSD,name="Platinum (.oz) in USD", layout=NULL)
chartSeries(XPDUSD,name="Palladium (.oz) in USD", layout=NULL)
chartSeries(XAGUSD,name="Silver (.oz) in USD", layout=NULL)
Interest Rate Dashboard
Another R script that charts the last 36 months of the following interest rates: 1 year U.S. Treasury, 10 year TIPS, 30 year fixed mortgage, Prime, Moody’s Aaa Corporate, and Moody’s Baa Corporate.
library(quantmod)
getSymbols("DGS1",src="FRED") #1 Year US Treasury Daily Constant Maturity rate
getSymbols("DPRIME",src="FRED") #Daily Prime Loan Rate
getSymbols("DAAA",src="FRED") #Daily Moody's Aaa Corporate Bond Yield
getSymbols("DBAA",src="FRED") #Daily Moody's Baa Corporate Bond Yield
getSymbols("MORTG",src="FRED") #30 Year Conventional Mortgage Rate
getSymbols("FII10",src="FRED") #10 Year TIPS Constant Maturity
# Chart Data
layout(matrix(1:6, nrow=3))
chartSeries(last(DGS1,'36 months'),name="US Treasury 1 Year Constant Maturity",layout=NULL)
chartSeries(last(FII10,'36 months'),name="10 Year TIPS Constant Maturity",layout=NULL)
chartSeries(last(MORTG,'36 months'),name="30 Year Fixed Mortgage Rate",layout=NULL)
chartSeries(last(DPRIME,'36 months'),name="Prime Loan Rate",layout=NULL)
chartSeries(last(DAAA,'36 months'),name="Moody's Aaa Corporate Yield",layout=NULL)
chartSeries(last(DBAA,'36 months'),name="Moody's Baa Corporate Yield",layout=NULL)
Rolling Correlations
Chart rolling correlations with a 3 month window.
library(quantmod)
getSymbols(c("SPY","^DJI"),src="yahoo")
data=data.frame(SPY[,6],DJI[,6])
data=as.xts(data,order.by=as.Date(row.names(data),"%Y-%m-%d"))
c1=rollapply(data,65,cor,by.column=F)
Correlation=c1[,2]; chartSeries(Correlation)
Stephen Rush 