Benchmark data

[lefig]

Hi Robert,

I was reviewing your most excellent work earlier and was wondering..

What index did you use to generate the sp500_index.csv data?

Was this S&P 500 (^GSPC) and did you preprocess or scale this data.

The reason I ask is that the data in the 200-207 range looks on the low side.

Thanks!

Fig

[robertmartin8]

Hi Fig,

Sorry for the late reply! I've been very busy with school. I used yahoo finance GSPC adjusted close, which can be found here.

Hope that answers your question!

Best,
Robert