sp100w17: S&P 100 weekly stock returns 2017
In portfolio.optimization: Contemporary Portfolio Optimization
Description
Usage
Format
Details
Description
A dataset sp100w17 containing the (crude) weekly returns of (almost) all
S&P 100 stocks of 2017, daily basis (101 stocks, 251 returns).
Usage
1
Format
One xts time series object with 251 rows and 101 columns.
Details
Furthermore contains a vector sp100w17av with the average trading volume
of all stocks in 2017 - to be used for a subselection.
portfolio.optimization documentation built on May 2, 2019, 8:16 a.m.
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Description Usage Format Details
Description
A dataset sp100w17 containing the (crude) weekly returns of (almost) all S&P 100 stocks of 2017, daily basis (101 stocks, 251 returns).
Usage
1 |
Format
One xts time series object with 251 rows and 101 columns.
Details
Furthermore contains a vector sp100w17av with the average trading volume of all stocks in 2017 - to be used for a subselection.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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