R/COTsp.R

#' Barron's Commitments of Traders.
#'
#' A dataset containing open position on S&P 500
#'
#' @format A data frame with n rows and 8 columns:
#' \describe{
#'   \item{date}{date}
#'   \item{largeSlong}{Large Speculators Long Position for S&P500}
#'   \item{largeSshort}{Large Speculators Short Position for S&P500}
#'   \item{commHlong}{Commercial Hedger Long Position for S&P500}
#'   \item{commHshort}{Commercial Hedger Short Position for S&P500}
#'   \item{smallTlong}{Small Trader Long Position for S&P500}
#'   \item{smallTshort}{Small Trader Short Position for S&P500}
#'   \item{openPosition}{Total Open Position for S&P500}
#' }
"COTsp"
mariope/barronsCOT documentation built on May 21, 2019, 11:47 a.m.