risk_etf_data.xlsx

Daily adjusted prices and total returns for SPY, VEA, UPRO, GLD, USO, FXE, BTC, HYG, IEF, TIP, and SHV.

Source	Yahoo via yahooquery
Years	2017-2026
Frequency	D
Vintage	Rolling — refreshed by re-running the builder
Rebuild	build_data/risk_etf_data/fetch_yahoo.py build_data/risk_etf_data/build_workbook.mjs
Provenance	Yahoo adjclose through 2026-06-30. Prices retain native calendars; total returns use SPY trading dates, so Bitcoin weekend and holiday moves accumulate into the next SPY-calendar return. The prior artifact used raw close and is hash-qualified in the replacement workbook.

Used in this book

• Optimizing Risk and Return — Risk and Return (Discussion)

• Risk and Return Metrics — Risk and Return (Discussion)

• MV Optimization via Regression — Risk and Return (Appendix)

• Risk Metrics — Risk and Return (Exercises)

• Risk Metrics — Risk and Return (Solutions)

• Linear Factor Decomposition — Linear Factor Decomposition (Discussion)

• Comparing VaR Estimates — Dynamics (Discussion)

• VaR by Filtered Historical Simulation — Dynamics (Discussion)

• Value-at-Risk — Dynamics (Discussion)

• Coherent Risk Measures — Dynamics (Appendix)

• TA Review - Dynamics — Dynamics (TA Reviews)

Files in this book

• risk_etf_data.xlsx