Load Swiss Market Index

perfana.datasets.base.load_smi(*, as_returns=False, download=False)[source]

Dataset contains the close prices of all 20 constituents of the Swiss Market Index (SMI) from 2011-09-09 to 2012-03-28.

Parameters

  • as_returns (bool) – If true, transforms the price data to returns data

  • download (bool) – If True, forces the data to be downloaded again from the repository. Otherwise, loads the data from the stash folder

Returns

A data frame of the closing prices of all 20 constituents of the Swiss Market Index

Return type

DataFrame