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 2026-07 split of spx_returns_weekly.xlsx: the four drw-lineage alias sheets (‘s&p500 names’, ‘benchmark names’, ‘s&p500 rets’, ‘benchmark rets’, data through 2025-05-23) moved here verbatim so the rolling workbook carries only the Bloomberg builder contract. Notebooks pinned to the legacy sample read this file; outputs are unchanged by the split. |
Used in this book#
Unconstrained Optimization — Risk and Return (Exercises)
LFD for Dimension Reduction — Linear Factor Decomposition (Discussion)
Files in this book#
spx_returns_weekly_legacy_2025.xlsx