The lastest download version indeed offers solution to get data from yahoo or google and supposedly can get ^GSPC data. However,
I find the updated version still cannot download ^GSPC data from Yahoo. Is this a limitation with Yahoo, or am I missing the latest download version? Thanks.
Yahoo Finance have permanently disabled their market data API.
We have updated the solution to use Google Finance instead which can be downloaded with the portfolio optimization template.
Some ticker symbols are different with Google Finance and so you'll need to go to that site to ascertain symbols. 'SPY' is an ETF of the S&P 500 which will give the same daily returns.