R Download and Submit Super Massive Data

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Thanks CoE, I hope more R users participate!

The popularity of this post made me realize that I should post the fast R yahoo finance data download routine as well as the transformation from long to wide for Signals, which I did here (previously tucked away in the #cran channel in RC):

R yahoo! Finance Download for Signals Universe

I had shared this download routine in RocketChat but figured it should be shared here as well. The resulting Signals_data list is in long format, so depending on your preferences, you can convert it to a data.frame of returns (and volumes). Whole process takes < 10 min on 7 cores. library(BatchGetSymbols) first.date <- Sys.Date()-365 last.date <- Sys.Date() map <- read.csv('https://numerai-signals-public-data.s3-us-west-2.amazonaws.com/signals_ticker_map_w_bbg.csv') # Used to have missing sy…