A sample of log returns for 3 assets.

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)
#>            AAPL          GOOG         AMZN
#> 1:  0.005221515 -0.0063910288 -0.016940943
#> 2:  0.019702688  0.0232542613  0.016639145
#> 3:  0.019878308 -0.0006788564 -0.004209719
#> 4: -0.005595481  0.0065947671 -0.000176859
#> 5: -0.024806737 -0.0049333142  0.009580031
#> 6:  0.015416878  0.0113819042  0.018446965