sp100w17 {portfolio.optimization} | R Documentation |
A dataset sp100w17 containing the (crude) weekly returns of (almost) all S&P 100 stocks of 2017, daily basis (101 stocks, 251 returns).
data(sp100w17)
One xts time series object with 251 rows and 101 columns.
Furthermore contains a vector sp100w17av with the average trading volume of all stocks in 2017 - to be used for a subselection.