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 |
|
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)
Linear Factor Decomposition — Linear Factor Decomposition (Discussion)
VaR - Dynamics and Simulation — Dynamics (Discussion)
VaR by Filtered Historical Simulation — Dynamics (Discussion)
Value-at-Risk — Dynamics (Discussion)
Coherent Risk Measures — Dynamics (Appendix)
Managing Tail Risk — Projects (Discussion)
Files in this book#
risk_etf_data.xlsx