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| 1 | +# ============================================# |
| 2 | +# Documentation for TSE dataset with roxygen2 # |
| 3 | +# ============================================# |
| 4 | + |
| 5 | +#' TSE daily returns |
| 6 | +#' |
| 7 | +#' The dataset contains daily returns of 88 stocks from the Toronto Stock |
| 8 | +#' Exchange (TSE) from 1994-01-04 until 1998-12-31, that is 1258 trading days. |
| 9 | +#' Returns are calculated as closing price divided by the closing price |
| 10 | +#' of the privious day (price relative). |
| 11 | +#' The dataset was used for the analysis of \code{Anticor} algorithm by Borodin et al. |
| 12 | +#' for example. |
| 13 | +#' |
| 14 | +#' @format A data frame with 1258 observations on the following 88 stocks. |
| 15 | +#' |
| 16 | +#' @details The following stocks are included: |
| 17 | +#' \describe{ |
| 18 | +#' \item{\code{we}}{WESTCOAST ENERGY INC.} |
| 19 | +#' \item{\code{seagram}}{SEAGRAM COMPANY LTD.} |
| 20 | +#' \item{\code{tvxgold}}{TVX GOLD INCORPORATED} |
| 21 | +#' \item{\code{transcanada}}{TRANSCANADA PIPELINES LTD.} |
| 22 | +#' \item{\code{thomson}}{THOMSON CORPORATION} |
| 23 | +#' \item{\code{talisman}}{TALISMAN ENERGY INC.} |
| 24 | +#' \item{\code{trilon}}{TRILON FINANCIAL CORP. CL 'A'} |
| 25 | +#' \item{\code{teck}}{TECK CORP. CL 'B' SV} |
| 26 | +#' \item{\code{tdb}}{TORONTO-DOMINION BANK} |
| 27 | +#' \item{\code{transalta}}{TRANSALTA CORPORATION} |
| 28 | +#' \item{\code{telus}}{TELUS CORPORATION} |
| 29 | +#' \item{\code{suncor}}{SUNCOR ENERGY INC.} |
| 30 | +#' \item{\code{southam}}{SOUTHAM INCORPORATED} |
| 31 | +#' \item{\code{stelco}}{STELCO INC. SERIES 'A'} |
| 32 | +#' \item{\code{shell_ca}}{SHELL CANADA LTD. CL 'A'} |
| 33 | +#' \item{\code{sfp}}{SLOCAN FOREST PRODUCTS LTD.} |
| 34 | +#' \item{\code{rbc}}{ROYAL BANK OF CANADA} |
| 35 | +#' \item{\code{repap}}{REPAP ENTERPRISES INC.} |
| 36 | +#' \item{\code{rio}}{RIO ALGOM LIMITED} |
| 37 | +#' \item{\code{ranger}}{RANGER OIL LTD.} |
| 38 | +#' \item{\code{re}}{RENAISSANCE ENERGY LTD.} |
| 39 | +#' \item{\code{rogers}}{ROGERS COMMUNICATIONS INC. CL 'B' NV} |
| 40 | +#' \item{\code{qlt}}{QLT PHOTOTHERAPEUTICS INC. J} |
| 41 | +#' \item{\code{pure}}{PURE GOLD MINERALS INC. J} |
| 42 | +#' \item{\code{power}}{POWER CORPORATION OF CANADA SV} |
| 43 | +#' \item{\code{potash}}{POTASH CORPORATION OF SASKATCHEWAN INC.} |
| 44 | +#' \item{\code{poco}}{POCO PETROLEUMS LTD.} |
| 45 | +#' \item{\code{placer}}{PLACER DOME INC.} |
| 46 | +#' \item{\code{petro_ca}}{PETRO-CANADA COMMON/VARIABLE VOTING} |
| 47 | +#' \item{\code{northern}}{NORTHERN TELECOM LTD.} |
| 48 | +#' \item{\code{nsp}}{NOVA SCOTIA POWER INC.} |
| 49 | +#' \item{\code{nnc}}{NEWBRIDGE NETWORKS CORPORATION} |
| 50 | +#' \item{\code{nova}}{NOVA CORPORATION} |
| 51 | +#' \item{\code{nbc}}{NATIONAL BANK OF CANADA} |
| 52 | +#' \item{\code{inco}}{INCO LIMITED} |
| 53 | +#' \item{\code{methanex}}{METHANEX CORPORATION} |
| 54 | +#' \item{\code{molson}}{MOLSON COMPANIES LTD. (THE) CL 'A' NV} |
| 55 | +#' \item{\code{mitel}}{MITEL CORPORATION} |
| 56 | +#' \item{\code{merrill}}{MERRILL LYNCH} |
| 57 | +#' \item{\code{magna}}{MAGNA INTERNATIONAL INC. CL 'A' SV} |
| 58 | +#' \item{\code{moore}}{MOORE CORPORATION LTD.} |
| 59 | +#' \item{\code{macmillan}}{MACMILLAN BLOEDEL LTD.} |
| 60 | +#' \item{\code{miramar}}{MIRAMAR MINING CORPORATION} |
| 61 | +#' \item{\code{loewen}}{LOEWEN GROUP INC.} |
| 62 | +#' \item{\code{kinross}}{KINROSS GOLD CORPORATION} |
| 63 | +#' \item{\code{imasco}}{IMASCO LIMITED} |
| 64 | +#' \item{\code{imperial}}{IMPERIAL OIL LTD.} |
| 65 | +#' \item{\code{investors}}{INVESTORS GROUP INC.} |
| 66 | +#' \item{\code{ifp}}{INTERNATIONAL FOREST PRODUCTS LTD. CL 'A' SV} |
| 67 | +#' \item{\code{hudsons}}{HUDSON'S BAY COMPANY} |
| 68 | +#' \item{\code{gentra}}{GENTRA INCORPORATED} |
| 69 | +#' \item{\code{gulf}}{GULF CANADA RESOURCES LTD.} |
| 70 | +#' \item{\code{fnmining}}{FRANCO-NEVADA MINING CORP.} |
| 71 | +#' \item{\code{fletcher}}{FLETCHER CHALLENGE CANADA LTD. CL 'A'} |
| 72 | +#' \item{\code{fapi}}{FIRST AUSTRALIA PRIME INCOME INV. CO. LTD.} |
| 73 | +#' \item{\code{extcare}}{EXTENDICARE INC. SV} |
| 74 | +#' \item{\code{enmining}}{EURO-NEVADA MINING CORP. LTD.} |
| 75 | +#' \item{\code{ca88}}{CANADIAN 88 ENERGY CORP.} |
| 76 | +#' \item{\code{echo}}{ECHO BAY MINES LTD.} |
| 77 | +#' \item{\code{domtar}}{DOMTAR INC.} |
| 78 | +#' \item{\code{dofasco}}{DOFASCO INC.} |
| 79 | +#' \item{\code{dundee}}{DUNDEE BANCORP INC. CL 'A' SV} |
| 80 | +#' \item{\code{ca_occidental}}{CANADIAN OCCIDENTAL PETROLEUM LTD.} |
| 81 | +#' \item{\code{ca_utilities}}{CANADIAN UTILITIES LTD. CL 'A' NV} |
| 82 | +#' \item{\code{ctc}}{CANADIAN TIRE CORP. LTD. CL 'A' NV} |
| 83 | +#' \item{\code{cnr}}{CANADIAN NATURAL RESOURCES LIMITED} |
| 84 | +#' \item{\code{cib}}{CANADIAN IMPERIAL BANK OF COMMERCE} |
| 85 | +#' \item{\code{cominco}}{COMINCO LTD.} |
| 86 | +#' \item{\code{cambior}}{CAMBIOR INC.} |
| 87 | +#' \item{\code{cae}}{CAE INC.} |
| 88 | +#' \item{\code{breakwater}}{BREAKWATER RESOURCES LTD.} |
| 89 | +#' \item{\code{bns}}{BANK OF NOVA SCOTIA} |
| 90 | +#' \item{\code{bm}}{BANK OF MONTREAL} |
| 91 | +#' \item{\code{bema}}{BEMA GOLD CORPORATION J} |
| 92 | +#' \item{\code{bmc}}{BCE MOBILE COMMUNICATIONS INC.} |
| 93 | +#' \item{\code{bctel}}{BC TELECOM INC.} |
| 94 | +#' \item{\code{bcgas}}{B.C. GAS INC.} |
| 95 | +#' \item{\code{bce}}{BCE INC.} |
| 96 | +#' \item{\code{cott}}{COTT CORPORATION} |
| 97 | +#' \item{\code{bombardier}}{BOMBARDIER INC. CL 'B' SV} |
| 98 | +#' \item{\code{anderson}}{ANDERSON EXPLORATION LTD.} |
| 99 | +#' \item{\code{aur}}{AUR RESOURCES INC.} |
| 100 | +#' \item{\code{alcan}}{ALCAN ALUMINIUM LTD.} |
| 101 | +#' \item{\code{aem}}{AGNICO-EAGLE MINES LTD.} |
| 102 | +#' \item{\code{aec}}{ALBERTA ENERGY COMPANY LTD.} |
| 103 | +#' \item{\code{air_ca}}{AIR CANADA} |
| 104 | +#' \item{\code{aber}}{ABER RESOURCES LTD.} |
| 105 | +#' \item{\code{barrick}}{BARRICK GOLD CORPORATION} |
| 106 | +#' } |
| 107 | +#' |
| 108 | +#' @usage data(TSE) |
| 109 | +#' |
| 110 | +#' @source \url{http://www.cs.technion.ac.il/~rani/portfolios} |
| 111 | +#' |
| 112 | +#' @references |
| 113 | +#' Borodin, A.; El-Yaniv, R. & Gogan, V. |
| 114 | +#' Can we learn to beat the best stock, 2004 |
| 115 | +#' |
| 116 | +#' @docType data |
| 117 | +#' @keywords datasets |
| 118 | +#' @name TSE |
| 119 | +NULL |
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