equity: Equity Data from 2005 to 20014.

Description Format

Description

This data frame contains the information of 50 equities from 2005-05-02 to 2014-04-30. These 50 stocks are randomly chosen from a backtest results of the whole stock markets.

Format

A data frame with 5 variables

  • name = The name of this equity.

  • date = trading date.

  • sector = The sector this equity belongs to. There are nine sectors in total.

  • nmv = The net market value of the equity held on that day.

  • pnl = The adjusted P&L of the equity on that day. P&L is adjusted according to the bid offer costs.


backtestGraphics documentation built on May 19, 2017, 12:59 p.m.

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