sp100w17 {portfolio.optimization}

S&P 100 weekly stock returns 2017

Description

A dataset sp100w17 containing the (crude) weekly returns of (almost) all S&P 100 stocks of 2017, daily basis (101 stocks, 251 returns).

Usage

data(sp100w17)

Format

One xts time series object with 251 rows and 101 columns.

Details

Furthermore contains a vector sp100w17av with the average trading volume of all stocks in 2017 - to be used for a subselection.