Dirk, Thanks for your double reply, very interesting and informative. (As usual.) I've been using priceIts rather than get.hist.quote() to skip the non-trading days. One, how can the non-trading days problem be handled in tseries? Two, if its is the better way to go for things that trade irregularly, what conversion method would be best if notr core()? jab -- www.BollingerBands.com