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EDHEC Investment Management Datasets

EDHEC Investment Management Course

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Data Oct2018 V2
@kaggle.yousefsaeedian_edhec_investment_management_datasets.data_oct2018_v2

  • 45.28 KB
  • 405 rows
  • 12 columns
date

Date

world_equities

World Equities

us_treasuries

US Treasuries

bond_risk_premium

Bond Risk Premium

inflation_protection

Inflation Protection

currency_protection

Currency Protection

regime_5

Regime-5

regime_7

Regime-7

us_equities

US Equities

real_estate

Real Estate

commodities

Commodities

corp_bonds

Corp Bonds

Tue Jan 01 1985 00:00:00 GMT+0000 (Coordinated Universal Time)0.0285110.03150.006408-0.0162650.030292110.0813010.0566050.0213510.048963
Fri Feb 01 1985 00:00:00 GMT+0000 (Coordinated Universal Time)-0.009204-0.0446920.0573810.0063620.010258110.0300750.016448-0.015217-0.042029
Fri Mar 01 1985 00:00:00 GMT+0000 (Coordinated Universal Time)0.0751340.028719-0.024396-0.002848-0.02073911-0.007299-0.0067160.0371710.032666
Mon Apr 01 1985 00:00:00 GMT+0000 (Coordinated Universal Time)-0.0024590.023084-0.0048690.0030890.00818711-0.0122550.000906-0.0351160.037125
Wed May 01 1985 00:00:00 GMT+0000 (Coordinated Universal Time)0.0402450.08678-0.0444170.004077-0.002219110.0645160.0272410.0043510.104199
Sat Jun 01 1985 00:00:00 GMT+0000 (Coordinated Universal Time)0.0224190.014284-0.0015720.02761-0.017278110.0209790.023207-0.0462750.012482
Mon Jul 01 1985 00:00:00 GMT+0000 (Coordinated Universal Time)0.04848-0.0149580.023357-0.0101780.000007110.0045660.009221-0.00624-0.006449
Thu Aug 01 1985 00:00:00 GMT+0000 (Coordinated Universal Time)0.0277090.021934-0.0018150.0163120.01112211-0.009091-0.0546840.0140640.037397
Sun Sep 01 1985 00:00:00 GMT+0000 (Coordinated Universal Time)0.0487130.0021720.007427-0.004868-0.03442411-0.027523-0.0311450.0600920.000941
Tue Oct 01 1985 00:00:00 GMT+0000 (Coordinated Universal Time)0.0584390.033903-0.031340.026578-0.007977110.0377360.0314150.0753450.03784

CREATE TABLE data_oct2018_v2 (
  "date" TIMESTAMP,
  "world_equities" DOUBLE,
  "us_treasuries" DOUBLE,
  "bond_risk_premium" DOUBLE,
  "inflation_protection" DOUBLE,
  "currency_protection" DOUBLE,
  "regime_5" BIGINT,
  "regime_7" BIGINT,
  "us_equities" DOUBLE,
  "real_estate" DOUBLE,
  "commodities" DOUBLE,
  "corp_bonds" DOUBLE
);

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