# `risk_etf_data.xlsx`

Daily prices and total returns for the core risk-metrics ETF set (SPY, VEA, UPRO, GLD, USO, FXE, BTC).

| | |
|---|---|
| **Source** | **Yahoo** — Yahoo Finance |
| **Years** | 2017-2026 |
| **Frequency** | D |
| **Vintage** | Rolling — refreshed by re-running the builder |
| **Rebuild** | `build_data/Build Risk Data ETFs Yahoo.ipynb` |

## Used in this book

- [Optimizing Risk and Return](../discussions/Optimizing%20Risk%20and%20Return.ipynb) — Risk and Return (Discussion)
- [Risk and Return Metrics](../discussions/Risk%20and%20Return%20Metrics.ipynb) — Risk and Return (Discussion)
- [MV Optimization via Regression](../discussions/MV%20Optimization%20via%20Regression.ipynb) — Risk and Return (Appendix)
- [Risk Metrics](../exercises/Risk%20Metrics.ipynb) — Risk and Return (Exercises)
- [Linear Factor Decomposition](../discussions/Linear%20Factor%20Decomposition.ipynb) — Linear Factor Decomposition (Discussion)
- [VaR - Dynamics and Simulation](../discussions/VaR%20-%20Dynamics%20and%20Simulation.ipynb) — Dynamics (Discussion)
- [VaR by Filtered Historical Simulation](../discussions/VaR%20by%20Filtered%20Historical%20Simulation.ipynb) — Dynamics (Discussion)
- [Value-at-Risk](../discussions/Value-at-Risk.ipynb) — Dynamics (Discussion)
- [Coherent Risk Measures](../discussions/Coherent%20Risk%20Measures.ipynb) — Dynamics (Appendix)
- [Managing Tail Risk](../discussions/11.2.%20Managing%20Tail%20Risk.ipynb) — Projects (Discussion)

## Files in this book

- `risk_etf_data.xlsx`