sample_returns_small {portvine} | R Documentation |
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
Examples
data(sample_returns_small)
head(sample_returns_small)
[Package portvine version 1.0.3 Index]