Datasets
Here are some datasets that were used in various places in SAFD.
The adjusted closing prices listed in these datasets are not current. They
are the adjusted prices as of the date when the data were downloaded.
Most of these datasets were downloaded from Yahoo Finance.
- Intel Corporation; daily OHLC, first 3 quarters, 2017
INTCd20173Q.csv
- Intel Corporation; daily OHLC, 1987 through 2017
INTCd.csv
- S&P 500; daily OHLC, 1987 through 2017
GSPCd.csv
- S&P 500; daily OHLC, 1990 through 2017
GSPCd1990.csv
- S&P 500 Total Return; daily OHLC, 1988 through 2017
SP500TR.csv
- Dow Jones Industrial Average; daily OHLC, 1987 through 2017
DJId.csv
- Nasdaq Composite daily daily OHLC, 1987 through 2017
IXICd.csv
- VIX daily closes, 1990 through 2017
VIXd.csv
- SKEW daily closes, 1990 through 2017
SKEWd.csv
A CSV dataset can be read directly into an R data frame by a statement of
the form
url <- "http://mason.gmu.edu/~jgentle/books/statfinbk/Data/INTCd20173Q.csv"
INTC20173Q <- read.csv(url, header=TRUE, stringsAsFactors=FALSE)
Here are some other files that may be of interest.
- List of stock symbols of DJIA as of year-end 2017
(DWDP changed retroactively to DOW)
DJIA2017.txt
- List of stock symbols of DJIA as of year-end 201
DJIA2018.txt
R Code
Here is some sample R code used in SAFD.