DJIA: DJIA daily returns
In ngloe/olpsR: Algorithms and functions for On-line Portfolio Selection
Description
Usage
Format
Details
Source
References
Description
The dataset contains daily returns of 30 stocks from the Dow Jones Industrial
Average (DJIA) from 2001-01-14 until 2003-01-14, that is 507 trading days.
Returns are calculated as closing price divided by the closing price
of the privious day (price relative).
The dataset was used for the analysis of Anticor algorithm by Borodin et al.
for example.
Usage
1
Format
A data frame with 507 observations on the following 30 stocks.
Details
The following stocks are included:
alcoaALCOA INC
geGENERAL ELEC CO
jnjJOHNSON&JOHNSON
msftMICROSOFT CP
amxpAMER EXPRESS CO
gmGENERAL MOTORS
jpmJP MORGAN CHASE
pgPROCTER & GAMBLE
boeingBOEING CO
homedepHOME DEPOT INC
cokeCOCA COLA CO
sbcSBC COMMS
citiCITIGROUP
honeyHONEYWELL INTL
mcdMCDONALDS CORP
attAT&T CORP
catCATERPILLAR
hpHEWLETT-PACKARD
mmm3M COMPANY
utcUNITED TECH CP
dupontDU PONT CO
ibmINTL BUS MACHINE
morrisPHILIP MORRIS
walmartWAL-MART STORES
disneyWALT DISNEY CO
intelINTEL CORP
merckMERCK & CO
exxonEXXON MOBIL
kodakEASTMAN KODAK
ipINTL PAPER CO
Source
Yahoo Finance, according to http://www.cs.technion.ac.il/~rani/portfolios
References
Borodin, A.; El-Yaniv, R. & Gogan, V.
Can we learn to beat the best stock, 2004
ngloe/olpsR documentation built on May 23, 2019, 4:42 p.m.
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Description Usage Format Details Source References
Description
The dataset contains daily returns of 30 stocks from the Dow Jones Industrial
Average (DJIA) from 2001-01-14 until 2003-01-14, that is 507 trading days.
Returns are calculated as closing price divided by the closing price
of the privious day (price relative).
The dataset was used for the analysis of Anticor algorithm by Borodin et al.
for example.
Usage
1 |
Format
A data frame with 507 observations on the following 30 stocks.
Details
The following stocks are included:
alcoaALCOA INC
geGENERAL ELEC CO
jnjJOHNSON&JOHNSON
msftMICROSOFT CP
amxpAMER EXPRESS CO
gmGENERAL MOTORS
jpmJP MORGAN CHASE
pgPROCTER & GAMBLE
boeingBOEING CO
homedepHOME DEPOT INC
cokeCOCA COLA CO
sbcSBC COMMS
citiCITIGROUP
honeyHONEYWELL INTL
mcdMCDONALDS CORP
attAT&T CORP
catCATERPILLAR
hpHEWLETT-PACKARD
mmm3M COMPANY
utcUNITED TECH CP
dupontDU PONT CO
ibmINTL BUS MACHINE
morrisPHILIP MORRIS
walmartWAL-MART STORES
disneyWALT DISNEY CO
intelINTEL CORP
merckMERCK & CO
exxonEXXON MOBIL
kodakEASTMAN KODAK
ipINTL PAPER CO
Source
Yahoo Finance, according to http://www.cs.technion.ac.il/~rani/portfolios
References
Borodin, A.; El-Yaniv, R. & Gogan, V. Can we learn to beat the best stock, 2004
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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