R/sp500_rets.R

In antshi/auxPort: Auxiliary functions for portfolio optimization

#' 200 monthly stock returns
#'
#' The dataset contains the monthly returns of 200 stocks from the S&P500 index for the time period from 02.1986 to 10.2017.
#'
#' @docType data
#' @keywords datasets
#' @name sp500_rets
#' @usage data(sp500_rets)
#' @format A data frame(383x201) with
#' \itemize{
#' \item date, in YY-mm format
#' \item 200 stocks returns
#' }
#'
"sp500_rets"