spx_returns_daily_full.parquet

spx_returns_daily_full.parquet#

Daily total returns for all current S&P 500 members (Yahoo adjusted close, up to 10y, ragged/NaN-padded so every name is kept; parquet). Used for the daily/weekly/monthly member-correlation heatmaps in Equity Indexes and ETFs, which filter to a trailing-5y window in the analysis.

Source

Yahoo — Yahoo Finance

Years

2016-2026

Frequency

D

Vintage

Rolling — refreshed by re-running the builder

Rebuild

build_data/Build SPX Daily Returns - Yahoo.ipynb

Used in this book#

Files in this book#

  • spx_returns_daily_full.parquet

Contents