dataset10 {portfolioBacktest}

Ten datasets obtained by resampling the S&P 500

Description

Ten datasets of stock market data resampled from the S&P 500. Each resample contains a random selection of 50 stocks from the S&P 500 universe and a period of two years with a random initial point.

Usage

data(dataset10)

Format

List of 10 datasets, each contains two xts objects:

adjusted

505 x 50 xts with the adjusted prices of the 50 stocks

index

505 x 1 xts with the market index prices

Source

Yahoo! Finance