A week after the last update, I have added some new API features to my Backtesting IDE.
Now the raw data is at your finger tips.
INDEX_GSPC is the S&P 500 ticker on Yahoo Finance.
So when we call
we see a time series of prices.
We can select monthly prices
to specify 2 weeks.
We can also select the number of periodic returns easily. E.g.
which takes the latest two monthly prices of the S&P 500 and converts them into the latest monthly return.
Extra flexibility combined with all the power of jStat.
Not a bad package so far.