FTSE100: Financial Times Stock Exchange Index (FTSE) Financial Time...
In quarks: Simple Methods for Calculating and Backtesting Value at Risk and Expected Shortfall
FTSE100 R Documentation
Financial Times Stock Exchange Index (FTSE) Financial Time Series Data
Description
A dataset that contains the daily financial data of the FTSE from
2000 to December 2023 (currency in EUR).
Usage
FTSE100
Format
A data frame with 6060 rows and 11 variables:
- ticker
id of the stock
- ref_date
date in format YY-MM-DD
- price_open
opening price (daily)
- price_high
highest price (daily)
- price_low
lowest price (daily)
- price_close
closing price (daily)
- volume
trading volume
- price_adjusted
adjusted closing price (daily)
- ret_adjusted_prices
returns obtained from the adj. closing prices
- ret_closing_prices
returns obtained from the closing prices
- cumret_adjusted_prices
accumulated arithmetic/log return for the period
Source
The data was obtained from Yahoo Finance.
quarks documentation built on June 22, 2024, 10:03 a.m.
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| FTSE100 | R Documentation |
Financial Times Stock Exchange Index (FTSE) Financial Time Series Data
Description
A dataset that contains the daily financial data of the FTSE from 2000 to December 2023 (currency in EUR).
Usage
FTSE100
Format
A data frame with 6060 rows and 11 variables:
- ticker
id of the stock
- ref_date
date in format YY-MM-DD
- price_open
opening price (daily)
- price_high
highest price (daily)
- price_low
lowest price (daily)
- price_close
closing price (daily)
- volume
trading volume
- price_adjusted
adjusted closing price (daily)
- ret_adjusted_prices
returns obtained from the adj. closing prices
- ret_closing_prices
returns obtained from the closing prices
- cumret_adjusted_prices
accumulated arithmetic/log return for the period
Source
The data was obtained from Yahoo Finance.
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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