sp100w17av30s {portfolio.optimization}

S&P 100 weekly stock returns 2017 of 30 stocks with the highest average trading volume over the whole year

Description

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

Usage

data(sp100w17av30s)

Format

A named matrix scenario.set with 251 rows and 30 columns.