rtndemo: assets return demo dataset.

Description Usage Format

Description

A dataset containing stock index(000985.CSI), bond index(037.CS) and commodity(GC00.CMX) daily return data since 2009.

Usage

1

Format

A data frame with 2865 rows and 4 variables:

date

date type

stock

stock index return

bond

bond index return

commodity

commodity index return


QuantAndrew/quantbox documentation built on May 8, 2019, 3:50 a.m.