DAX: Daily returns from German stocks listed in the DAX
In ngloe/olpsR: Algorithms and functions for On-line Portfolio Selection
Description
Usage
Format
Details
Source
Description
The dataset contains daily returns of 26 stocks listed in the German DAX.
from 2000-01-04 until 2013-12-31, that is 3638 trading days.
Returns are calculated as closing price divided by the closing price
of the privious day (price relative).
Usage
1
Format
A data frame with 3638 rows and 26 variables.
Details
The following stocks are included:
ADS.DE
ALV.DE
BAS.DE
BAYN.DE
BEI.DE
BMW.DE
CBK.DE
CON.DE
DAI.DE
DBK.DE
LHA.DE
DTE.DE
EOAN.DE
FME.DE
FRE.DE
HEI.DE
HEN.DE
SDF.DE
LXS.DE
LIN.DE
MRK.DE
MUV2.DE
SAP.DE
SIE.DE
TKA.DE
VOW.DE
Source
stock price data was collected from https://finance.yahoo.com.
ngloe/olpsR documentation built on May 23, 2019, 4:42 p.m.
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Description Usage Format Details Source
Description
The dataset contains daily returns of 26 stocks listed in the German DAX. from 2000-01-04 until 2013-12-31, that is 3638 trading days. Returns are calculated as closing price divided by the closing price of the privious day (price relative).
Usage
1 |
Format
A data frame with 3638 rows and 26 variables.
Details
The following stocks are included:
ADS.DEALV.DEBAS.DEBAYN.DEBEI.DEBMW.DECBK.DECON.DEDAI.DEDBK.DELHA.DEDTE.DEEOAN.DEFME.DEFRE.DEHEI.DEHEN.DESDF.DELXS.DELIN.DEMRK.DEMUV2.DESAP.DESIE.DETKA.DEVOW.DE
Source
stock price data was collected from https://finance.yahoo.com.
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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