skfolio.datasets.load_ftse100_dataset#

skfolio.datasets.load_ftse100_dataset(data_home=None, download_if_missing=True)[source]#

Load the prices of 64 assets from the FTSE 100 Index composition.

This dataset is composed of the daily prices of 64 assets from the FTSE 100 Index starting from 2000-01-04 up to 2023-05-31.

The data comes from the Yahoo public API. The price is the adjusted close which is the closing price after adjustments for all applicable splits and dividend distributions. The adjustment uses appropriate split and dividend multipliers, adhering to the Center for Research in Security Prices (CRSP) standards. The data contains NaN.

Observations	5960
Assets	64

Parameters:

data_homestr, optional: Specify another download and cache folder for the datasets. By default, all skfolio data is stored in ~/skfolio_data subfolders.
download_if_missingbool, default=True: If False, raise an OSError if the data is not locally available instead of trying to download the data from the source site.

Returns:

dfDataFrame of shape (n_observations, n_assets): Prices DataFrame

Examples

>>> from skfolio.datasets import load_ftse100_dataset
>>> prices = load_ftse100_dataset()
>>> prices.head()
              AAL.L    ABF.L   AHT.L  ANTO.L  ...   VOD.L   WEIR.L    WPP.L    WTB.L
Date                                          ...
2000-01-04  535.354  205.926  97.590  40.313  ...  72.562  115.240  512.249  382.907
2000-01-05  540.039  209.185  96.729  40.313  ...  69.042  118.483  462.080  381.972
2000-01-06  553.289  229.048  95.581  40.452  ...  66.950  124.220  458.119  386.337
2000-01-07  572.829  222.220  95.581  40.452  ...  70.716  121.725  475.283  405.046
2000-01-10  578.852  224.548  92.711  40.685  ...  74.285  121.476  498.254  392.885