CoCalc -- parse_edhec.R

GitHub Repository: braverock/portfolioanalytics
Path: blob/master/sandbox/RFinance2014/data/parse_edhec.R
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library(xts)
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df <- read.table("data/edhec.csv", header=TRUE, as.is=TRUE, sep=";")
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head(df)
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edhec <- xts(apply(df[,-1], 2, function(x) as.numeric(gsub("%", "", x))) / 100, as.Date(df[,1], format="%d/%m/%Y"))
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save(edhec, file="edhec.rda")
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# load("edhec.rda")
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# head(edhec)
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# library(PerformanceAnalytics)
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# data(edhec)
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