Question: Calculate Intercontinental Exchange's Expected Shortfall (Historical Simulation) from November 20, 2023 to June 09, 2024. (1-day ES; default confidence 95%) Using unadjusted prices, write down the indicator formula, collect the raw data, calculate the answer, and keep four decimal places. Please list the raw data and key calculation process.
Formula: ES_c = -E[r | r \le Q_{1-c}(r)]
Data:
date,close
2023-11-17,111.4000015258789
2023-11-20,112.1500015258789
2023-11-21,113.4499969482422
2023-11-22,114.31999969482422
2023-11-24,114.38999938964844
2023-11-27,113.13999938964844
2023-11-28,112.77999877929688
2023-11-29,112.69000244140624
2023-11-30,113.83999633789062
2023-12-01,114.23999786376952
2023-12-04,115.02999877929688
2023-12-05,114.08000183105467
2023-12-06,113.08000183105467
2023-12-07,112.52999877929688
2023-12-08,113.33999633789062
2023-12-11,116.13999938964844
2023-12-12,117.93000030517578
2023-12-13,121.54000091552734
2023-12-14,123.33000183105467
2023-12-15,123.0999984741211
2023-12-18,123.55999755859376
2023-12-19,123.7699966430664
2023-12-20,122.36000061035156
2023-12-21,124.2300033569336
2023-12-22,125.72000122070312
2023-12-26,126.6500015258789
2023-12-27,127.79000091552734
2023-12-28,128.60000610351562
2023-12-29,128.42999267578125
2024-01-02,126.4499969482422
2024-01-03,124.80999755859376
2024-01-04,125.62000274658205
2024-01-05,125.79000091552734
2024-01-08,128.41000366210938
2024-01-09,127.04000091552734
2024-01-10,127.6500015258789
2024-01-11,126.7699966430664
2024-01-12,126.95999908447266
2024-01-16,126.02999877929688
2024-01-17,125.83000183105467
2024-01-18,126.62999725341795
2024-01-19,126.4499969482422
2024-01-22,127.3000030517578
2024-01-23,127.13999938964844
2024-01-24,127.04000091552734
2024-01-25,127.29000091552734
2024-01-26,127.26000213623048
2024-01-29,128.17999267578125
2024-01-30,129.02000427246094
2024-01-31,127.33000183105467
2024-02-01,129.72999572753906
2024-02-02,128.6999969482422
2024-02-05,126.75
2024-02-06,126.33000183105467
2024-02-07,128.0800018310547
2024-02-08,134.1199951171875
2024-02-09,135.49000549316406
2024-02-12,135.4600067138672
2024-02-13,134.41000366210938
2024-02-14,136.66000366210938
2024-02-15,136.88999938964844
2024-02-16,137.1199951171875
2024-02-20,136.42999267578125
2024-02-21,136.69000244140625
2024-02-22,139.2899932861328
2024-02-23,138.3800048828125
2024-02-26,137.91000366210938
2024-02-27,138.6300048828125
2024-02-28,138.83999633789062
2024-02-29,138.4199981689453
2024-03-01,138.57000732421875
2024-03-04,138.07000732421875
2024-03-05,139.4199981689453
2024-03-06,139.42999267578125
2024-03-07,138.85000610351562
2024-03-08,138.66000366210938
2024-03-11,136.97000122070312
2024-03-12,136.99000549316406
2024-03-13,137.47000122070312
2024-03-14,135.4499969482422
2024-03-15,134.63999938964844
2024-03-18,134.39999389648438
2024-03-19,135.5
2024-03-20,136.10000610351562
2024-03-21,138.10000610351562
2024-03-22,136.22999572753906
2024-03-25,135.80999755859375
2024-03-26,137.1199951171875
2024-03-27,136.97999572753906
2024-03-28,137.42999267578125
2024-04-01,137.02999877929688
2024-04-02,137.5
2024-04-03,137.38999938964844
2024-04-04,136.6999969482422
2024-04-05,137.8699951171875
2024-04-08,136.8800048828125
2024-04-09,135.05999755859375
2024-04-10,132.94000244140625
2024-04-11,133.47999572753906
2024-04-12,133.5500030517578
2024-04-15,130.5399932861328
2024-04-16,129.89999389648438
2024-04-17,130.74000549316406
2024-04-18,130.97999572753906
2024-04-19,131.2100067138672
2024-04-22,131.64999389648438
2024-04-23,132.3300018310547
2024-04-24,132.57000732421875
2024-04-25,131.82000732421875
2024-04-26,131.6999969482422
2024-04-29,130.77999877929688
2024-04-30,128.75999450683594
2024-05-01,128.67999267578125
2024-05-02,126.54000091552734
2024-05-03,130.5
2024-05-06,131.27999877929688
2024-05-07,133.72000122070312
2024-05-08,133.38999938964844
2024-05-09,134.9499969482422
2024-05-10,133.99000549316406
2024-05-13,133.74000549316406
2024-05-14,134.38999938964844
2024-05-15,137.8699951171875
2024-05-16,137.11000061035156
2024-05-17,138.39999389648438
2024-05-20,136.9499969482422
2024-05-21,137.27000427246094
2024-05-22,136.88999938964844
2024-05-23,135.39999389648438
2024-05-24,136.33999633789062
2024-05-28,133.67999267578125
2024-05-29,131.9499969482422
2024-05-30,133.24000549316406
2024-05-31,133.89999389648438
2024-06-03,133.64999389648438
2024-06-04,134.75999450683594
2024-06-05,135.33999633789062
2024-06-06,134.86000061035156
2024-06-07,133.7899932861328

Indicator data:
Answer: 0.0172