sp500: S&P 500
In benSepanski/pfselect:
Description
Usage
Format
Details
Source
Description
Selected S&P 500 prices from 1998 to 2003
Downloaded by Ben Sepanski
Usage
1
Format
A matrix with 1276 rows and 25 variables of daily closing prices.
Each entry is a price relative: if a stock has price
p_t at trading period t, it has price relative
\frac{p_t}{p_{t-1}} at trading period t.
The column names are the stock names.
Details
- Market:
Standard & Poor's 500
- Number of stocks
25
- Number of days
1276
- Number of years
5
- Period
Jan 2, 1998 to Jan 31, 2003
- Other Info
25 largest market cap stocks in the SP500
index (as of Apr 2003). Source: MSN Money
Source
http://www.cs.technion.ac.il/~rani/portfolios/portfolios.htm
benSepanski/pfselect documentation built on May 1, 2020, 1:57 p.m.
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Description Usage Format Details Source
Description
Selected S&P 500 prices from 1998 to 2003 Downloaded by Ben Sepanski
Usage
1 |
Format
A matrix with 1276 rows and 25 variables of daily closing prices. Each entry is a price relative: if a stock has price p_t at trading period t, it has price relative \frac{p_t}{p_{t-1}} at trading period t. The column names are the stock names.
Details
- Market:
Standard & Poor's 500
- Number of stocks
25
- Number of days
1276
- Number of years
5
- Period
Jan 2, 1998 to Jan 31, 2003
- Other Info
25 largest market cap stocks in the SP500 index (as of Apr 2003). Source: MSN Money
Source
http://www.cs.technion.ac.il/~rani/portfolios/portfolios.htm
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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