spy_data_monthly.xlsx

spy_data_monthly.xlsx#

Monthly SPY prices, total returns, and excess returns with the 13-week T-bill (^IRX) risk-free rate.

Source

Yahoo — Yahoo Finance

Years

1993-2025

Frequency

M

Vintage

Rolling — refreshed by re-running the builder

Rebuild

build_data/Build Yahoo - SPY History.ipynb

Provenance

Monthly flavor from former spy_data.xlsx. The LTCM case reads it (repointed 2026-11-05 from spy_data_daily.xlsx; its TA solution reproduces on this file).

Used in this book#

  • LTCM — Carry and Forecasting (Case Studies)

Files in this book#

  • spy_data_monthly.xlsx

Contents