R/doc_data.R

In ROI: R Optimization Infrastructure

## Documentation of included data sets

##' Monthly return data for 30 of the largest US stocks
##'
##' This dataset contains the historical monthly returns of 30 of the
##' largest US stocks from 1999-01-29 to 2013-12-31. This data is
##' dividend adjusted based on the CRSP methodology.
##'
##' The selected stocks reflect the DJ 30 Industrial Average Index
##' members as of 2013-09-20
##' (downloaded from \code{https://www.quandl.com} which was acquired by \url{https://data.nasdaq.com/}).
##'
##' The data source is Quandl. Data flagged as "WIKI" in their database is
##' public domain.
##' @docType data
##' @keywords datasets
##' @format A matrix with 30 columns
##' (representing stocks) and 180 rows (months).
##' @source \url{https://data.nasdaq.com/}
##' @name US30
NULL