johngil/mscidata: MSCI USA and Min Vol Data Analysis
Version 0.1.0

Contains MSCI USA (EUSA) and MSCI Min Vol (USMV) Data from 2011-10-31 to 2017-01-05. It includes the weights of each stock in the index, its sector, price, and ticker. The package also includes analysis of sector weights in EUSA and USMV. Daily stock data from WRDS is also included, including calculations of rolling volatility and beta.

Getting started

Package details

AuthorJohn Gilheany
MaintainerJohn Gilheany <[email protected]>
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
johngil/mscidata documentation built on Oct. 31, 2017, 10:29 p.m.