sp500: A (mostly complete) subset of the SP500 with 250 data points
In zatonovo/tawny: Clean Covariance Matrices Using Random Matrix Theory and Shrinkage Estimators for Portfolio Optimization
Description
Usage
Format
Source
Description
This data set provides all components of the SP500 that are
complete within the date range [2008-03-07, 2009-03-04] with returns suitable
for running against the portfolio optimization routines.
Note that the date range may periodically be updated to reflect current dates.
Usage
1
Format
A 250x491 zoo object of asset returns
Source
Yahoo! Finance
zatonovo/tawny documentation built on May 4, 2019, 9:12 p.m.
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Description Usage Format Source
Description
This data set provides all components of the SP500 that are complete within the date range [2008-03-07, 2009-03-04] with returns suitable for running against the portfolio optimization routines. Note that the date range may periodically be updated to reflect current dates.
Usage
1 |
Format
A 250x491 zoo object of asset returns
Source
Yahoo! Finance
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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