Description Usage Format Details Source References
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.
1 |
A data frame with 507 observations on the following 30 stocks.
The following stocks are included:
alcoa
ALCOA INC
ge
GENERAL ELEC CO
jnj
JOHNSON&JOHNSON
msft
MICROSOFT CP
amxp
AMER EXPRESS CO
gm
GENERAL MOTORS
jpm
JP MORGAN CHASE
pg
PROCTER & GAMBLE
boeing
BOEING CO
homedep
HOME DEPOT INC
coke
COCA COLA CO
sbc
SBC COMMS
citi
CITIGROUP
honey
HONEYWELL INTL
mcd
MCDONALDS CORP
att
AT&T CORP
cat
CATERPILLAR
hp
HEWLETT-PACKARD
mmm
3M COMPANY
utc
UNITED TECH CP
dupont
DU PONT CO
ibm
INTL BUS MACHINE
morris
PHILIP MORRIS
walmart
WAL-MART STORES
disney
WALT DISNEY CO
intel
INTEL CORP
merck
MERCK & CO
exxon
EXXON MOBIL
kodak
EASTMAN KODAK
ip
INTL PAPER CO
Yahoo Finance, according to http://www.cs.technion.ac.il/~rani/portfolios
Borodin, A.; El-Yaniv, R. & Gogan, V. Can we learn to beat the best stock, 2004
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