sample_returns_small {portvine}

A sample of log returns for 3 assets.

Description

Data extracted from Yahoo Finance representing the daily log returns for Google, Apple, and Amazon stocks between 2014-01-13 and 2018-01-01 which results in exactly 1000 observations.

Usage

data(sample_returns_small)

Format

data.table with 3 columns and 1000 rows, columns GOOG, AAPL, AMZN contain the daily log return of the 3 stocks.

Source

Yahoo Finance

Examples

data(sample_returns_small)
head(sample_returns_small)