Magical RUT with GIST

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In search of better ways to post my R code, I finally discovered how GIST can help make my R blogging easier.  I know I am way behind, and I apologize to my loyal readers for my shortcomings.  Here is yesterday’s Magical Russell 2000 code using GIST:

#look at distance from the 3 month minimum
#to compare the magical US Russell 2000
#to the world
require(quantmod)
tkrs <- c("^W2DOW","^RUT")
getSymbols(tkrs,from="1896-01-01",to=Sys.Date())
#merge the closing values
markets <- na.omit(merge(W2DOW[,4],RUT[,4]))
#this is ugly but it works
altitude <- function(x) x/min(x)-1
mins <- as.xts(apply(markets[(NROW(markets)-250):NROW(markets),1:2],
MARGIN=2,FUN=
altitude))
plot.zoo(mins,screens=1,
col=c("cadetblue4","darkolivegreen3"),
lwd=2,ylab="% from 250 day minimum",xlab=NA,
main="Russell 2000 and DJ World ex US
Distance from 250 Day Minimum")
legend("bottom",c("DJ World ex US","Russell 2000"),lty=1,lwd=2,
col=c("cadetblue4","darkolivegreen3"),horiz=TRUE)
view raw Magical RUT.r hosted with ❤ by GitHub

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