R/nyse_o.R

In benSepanski/PortfolioSelection: Test and develop portfolio selection algorithms

#' NYSE(O)
#'
#' New York Stock Exchange prices from 1962-1984.
#' Downloaded by Ben Sepanski
#'
#' \describe{
#'   \item{Market:}{New York Stock Exchange}
#'   \item{Number of stocks}{36}
#'   \item{Number of days}{5651}
#'   \item{Number of years}{22}
#'   \item{Period}{Jul 3, 1962 to Dec 31, 1984}
#'   \item{Other Info}{Contains very large market cap stocks.
#'                     Dataset was collected by Hal Stern}
#' }
#'
#' @format A data frame with 5651 rows and 36 variables.
#'    Each entry is a price relative: if a stock has price
#'    \eqn{p_t} at trading period \eqn{t}, it has price relative
#'    \eqn{\frac{p_t}{p_{t-1}}} at trading period \eqn{t}.
#'    Each variable name is one of the following stocks:
#' \itemize{
#' \item{ahp}
#' \item{alcoa}
#' \item{amer_brands}
#' \item{arco}
#' \item{coke}
#' \item{comm_metals}
#' \item{dow_chem}
#' \item{Dupont}
#' \item{espey_manufacturing}
#' \item{Exxon}
#' \item{fischbach}
#' \item{ford}
#' \item{ge}
#' \item{gm}
#' \item{gte}
#' \item{gulf}
#' \item{hp}
#' \item{ibm}
#' \item{ingersoll}
#' \item{Iroquois}
#' \item{jnj}
#' \item{kimb-clark}
#' \item{kin_ark}
#' \item{Kodak}
#' \item{lukens}
#' \item{mei_corp}
#' \item{merck}
#' \item{mmm}
#' \item{mobil}
#' \item{morris}
#' \item{p_and_g}
#' \item{Pillsbury}
#' \item{schlum}
#' \item{sears}
#' \item{sher_will}
#' \item{texaco}
#' }
#' @source \url{http://www.cs.technion.ac.il/~rani/portfolios/portfolios.htm}
"nyse_o"