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  1. My understanding is that ^GSPC is Yahoo Finance's 'proprietary' ticker for the S&P 500 index. I have no idea why Yahoo Finance chose not to or was forbidden from using the common SPX ticker. It's worth noting that I have had reason to source the free daily, monthly or weekly ^GSPC data from Yahoo Finance a number of times over the years.

  2. 2015年6月6日 · 21. ^GSPC is a price index, not a total return index, so it does not include dividends. SPY is an ETF that holds the underlying stocks. When it receives a dividend it keeps it in a cash account (which of course affects the NAV and market value of SPY shares) until the end of the quarter. At that time (on the 3d friday of Mar Jun Sep or Dec) it ...

  3. This is a Yahoo data issue - you should contact them regarding their symbols and availability of data. It might just be that the index is not covered by them or they are restricted from providing historical data.

  4. 2017年5月18日 · Since Yahoo has decided to yank their API for the foreseeable future, I'm attempting to switch to Google finance. I'm having trouble downloading a .csv file for GSPC (S&P 500), despite there clearly being a website and table set up for it. The website is here:

  5. Basically the Total Return Index assumes reinvestments compared to "regular" indices. "A total return index is an index that measures the performance of a group of components by assuming that all cash distributions are reinvested, in addition to tracking the components' price movements.1 While it is common to refer to equity based indices, there are also total return indices for bonds and ...

  6. 2015年10月8日 · A simple example of use of simple geometric returns vs log returns: import numpy as np import pandas as pd import yfinance as yf import matplotlib.pyplot as plt # Load the S&P 500 stock index data sp500 = yf.download('^GSPC') # Calculate the daily simple returns simple_ret = sp500['Adj Close'].pct_change() # Calculate the total return using simple returns total_ret_simple = (1 + simple_ret ...

  7. 2019年11月25日 · I am trying to compute a small Black Litterman model in R. I am following a Youtube video and translating the excel implementation in R. I have a var cov S matrix INTC AEP ...

  8. 2016年4月10日 · getSymbols("^GSPC") DeltLagGSPC<-Delt(Cl(GSPC),k=1:5) update I would calculate the computed result with the successive difference. The output format of Delt() is same as I expected, but the result is the percentage change with lagged. I would calculate

  9. 2021年5月7日 · I have a coded my own Garch class in order to implement the Heston-Nandi Garch model. df[i]=wb.DataReader(i,'yahoo', start='01-09-2012',end = '01-09-2014')['Adj Close'] This code extracts the data and rescale them by multiplying the rate of returns by 100 for stability purpose (otherwise we end up with a messy log likelihood function to ...

  10. 2020年5月2日 · I want to download historical data for different indices. I am using Python for this. I used the following code. import pandas_datareader.data as web start = datetime.datetime(1960, 1, 1) end =