spx_returns_weekly_legacy_2025.xlsx#
Frozen legacy S&P 500 weekly return panel (443 names, 2015-01 to 2025-05) with benchmark returns and names sheets.
Source |
BB — Bloomberg Terminal |
Years |
2015-2025 |
Frequency |
W |
Vintage |
Pinned — the dated filename freezes this pull |
Provenance |
Frozen at the 2025-05-23 Bloomberg pull of the weekly S&P 500 return panel; kept as the permanent sample for the exercises pinned to it. |
Used in this book#
LFD for Dimension Reduction — Linear Factor Decomposition (Discussion)
TA Review - Dynamics — Dynamics (TA Reviews)
Files in this book#
spx_returns_weekly_legacy_2025.xlsx