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
- Intel Corporation; daily OHLC, 1987 through 2017
- S&P 500; daily OHLC, 1987 through 2017
- S&P 500; daily OHLC, 1990 through 2017
- S&P 500 Total Return; daily OHLC, 1988 through 2017
- Dow Jones Industrial Average; daily OHLC, 1987 through 2017
- Nasdaq Composite daily daily OHLC, 1987 through 2017
- VIX daily closes, 1990 through 2017
- SKEW daily closes, 1990 through 2017
A CSV dataset can be read directly into an R data frame by a statement of
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)
- List of stock symbols of DJIA as of year-end 201
Here is some sample R code used in SAFD.