| stocks {RTransferEntropy} | R Documentation |
Daily stock data for 10 stocks from 2000-2017
Description
A dataset containing the daily stock returns for 10 stocks and the S&P 500 market returns for the time-period 2000-01-04 until 2017-12-29
Usage
stocks
Format
A data frame (or data.table if loaded) with 46940 rows and 4 variables:
- date
date of the observation
- ticker
ticker of the stock
- ret
Return of the stock
- sp500
Return of the S&P 500 stock market index
Source
yahoo finance using getSymbols
[Package RTransferEntropy version 0.2.21 Index]