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Canadian Banks

02 Dec 2014

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Snapshot of Canadian Banks

	#*****************************************************************
	# Load historical data
	#*****************************************************************
	library(SIT)
	load.packages('quantmod')
	
	tickers = '
    BNS.TO, # Bank of Nova Scotia
    TD.TO,  # TD Bank
    BMO.TO, # Bank of Montreal
    RY.TO,  # Royal Bank of Canada
    CM.TO,  # CIBC
    NA.TO,  # National Bank of Canada
	'	
	
	data <- new.env()
	getSymbols.extra(tickers, src = 'yahoo', from = '1970-01-01', env = data, auto.assign = T)
	
	
	data.today = getQuote.yahoo.today(ls(data))
		print(data.today)
Name Symbol Time Date Open High Low Close Volume Yesterday
BANK OF MONTREAL BMO.TO 3:59pm 12/5/2014 80.74 80.86 79.47 80.27 2153570 80.21
BANK OF NOVA SCOT BNS.TO 3:59pm 12/5/2014 67.61 67.62 65.88 66.20 3167248 67.58
CA DIAN IMPERIAL CM.TO 4:15pm 12/5/2014 103.51 104.04 100.92 102.33 1805522 103.52
TIO L BANK OF .TO 3:59pm 12/5/2014 50.60 50.90 49.50 49.70 2027435 50.40
ROYAL BANK OF CAN RY.TO 3:59pm 12/5/2014 80.63 80.87 79.42 80.40 2859260 80.63
TORONTO-DOMINION TD.TO 3:59pm 12/5/2014 54.30 54.69 53.14 54.25 5111388 54.03 
	bt.append.today(data, data.today)
	
	
		for(i in ls(data)) data[[i]] = adjustOHLC(data[[i]], use.Adjusted=T)
	bt.prep(data, align='remove.na')

	#*****************************************************************
	# Code Strategies
	#*****************************************************************
	prices = data$prices

	plota.matplot(scale.one(last(prices,60)))

plot of chunk plot-2

	plota.matplot(scale.one(prices))

plot of chunk plot-2

	print(last(prices, 20))
  BMO.TO BNS.TO CM.TO .TO RY.TO TD.TO
2014-11-07 81.27 67.48 103.15 54.09 81.08 55.80
2014-11-10 81.40 68.20 103.56 53.97 81.58 56.34
2014-11-12 81.77 68.59 103.83 54.27 82.25 57.00
2014-11-13 82.30 68.74 104.59 54.50 82.15 57.05
2014-11-14 82.19 68.66 104.45 54.61 82.21 57.06
2014-11-17 81.94 68.77 104.55 55.06 82.23 57.23
2014-11-18 82.14 69.17 104.67 54.18 82.14 56.99
2014-11-19 82.55 69.66 104.78 54.23 82.90 56.98
2014-11-20 82.81 69.92 104.83 53.84 83.04 57.16
2014-11-21 82.75 70.00 104.82 53.58 82.53 56.88
2014-11-24 83.20 70.19 104.29 53.33 82.47 56.77
2014-11-25 83.23 70.13 105.33 53.22 82.32 56.79
2014-11-26 83.59 70.20 106.12 53.22 82.79 57.08
2014-11-27 83.88 70.85 106.48 53.22 83.33 57.50
2014-11-28 83.86 70.50 106.49 53.13 83.16 57.62
2014-12-01 83.29 69.13 106.10 52.32 82.78 57.07
2014-12-02 81.42 68.94 106.48 51.83 81.42 56.81
2014-12-03 81.01 68.99 107.16 51.26 81.59 56.91
2014-12-04 80.21 67.58 103.52 50.40 80.63 54.03
2014-12-05 80.27 66.20 102.33 49.70 80.40 54.25

(this report was produced on: 2014-12-07)

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