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hudson-and-thames / portfoliolab

PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professionals in the industry.
https://hudson-and-thames-portfoliolab.readthedocs-hosted.com/en/latest/
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Data missing on "Online Portfolio Selection" notebook #6

Open kyhoolee opened 10 months ago

kyhoolee commented 10 months ago

On PortfolioLab - I follow the notebook example of Online Portfolio Selection part 

msci = pd.read_csv('data/MSCI.csv', parse_dates=True, index_col='Date').dropna()[1:]
us_equity = pd.read_csv('data/US_Equity.csv', parse_dates=True, index_col='Date')
djia = pd.read_csv('data/DJIA.csv', parse_dates=True, index_col='Date')
nyse = pd.read_csv('data/NYSE.csv', parse_dates=True, index_col='Date')
sp500 = pd.read_csv('data/SP500.csv', parse_dates=True, index_col='Date')
tse = pd.read_csv('data/TSE.csv', parse_dates=True, index_col='Date')

Can you share the data which used in the notebook. The provided link in the notebook is broken https://github.com/hudson-and-thames/research/blob/master/Online%20Portfolio%20Selection/Data%20Selection.ipynb