#' Commodity Futures Data from 2003 to 2005.
#'
#' This data frame contains the futures backtest results of 28 commodities from
#' 2003-01-01 to 2005-12-30. The data frame contains daily positions and profits
#' for each commodity.
#'
#' The commodity data frame contains three layers of complexity. The first layer
#' is the strategy layer. The \code{strategy} column contains three different
#' strategies that divide the whole data frame into three part. Each strategy is
#' further divided into different substrategies, and all these substrategies are
#' contained in the \code{substrategy} column. For each substrategy, different
#' portfolios are formed regularly and overlapping with each other, so each
#' substrategy is divided into different overlapping portfolios, contained in
#' the \code{portfolio} column.
#'
#' @format A data frame with 11 variables
#' \itemize{
#' \item name = The name of each commodity.
#' \item id = The specific ID for each commodity.
#' \item date = The individual trading date.
#' \item sector = The sector a commodity.
#' \item portfolio = The portfolio number the holding belongs to.
#' \item strategy = The strategy under which substrategies and portfolios are
#' established. The same commodity can belong to different strategies at
#' the same time.
#' \item substrategy = The substrategy under which portfolios are established.
#' Substrategy is only a finer division of strategies.
#' \item gmv = The gross market value of the commodity on the trading date.
#' \item nmv = The net market value of the commodity on the trading date.
#' \item pnl = The adjusted P&L of a commodity on the trading date.
#' \item contract = The number of contracts of a commodity on that trading
#' date.}
#' @docType data
#' @name commodity
#' @keywords commodity backtest data
NULL
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