Man pages for RelValAnalysis
Relative Value Analysis

applestarbucksMonthly Stock Prices of Apple and Starbucks from Jan 1994 to...
AtlasModelAtlas Model
capdistCaptial-distribution Objects
CapDistSlopeSlope of a Capital Distribution Curve
ConstantPortfolioConstant-weighted Portfolio
DiversityPortfolioDiversity-weighted Portfolio
EEControlControl Term in the Energy-entropy Decomposition
EnergyEntropyDecompEnergy-entropy Decomposition
EntropyPortfolioEntropy-weighted Portfolio
FernholzDecompFernholz's Decomposition for a Buy-and-hold Toy Market
fgpFunctionally Generated Portfolio Objects
FreeEnergyFree Energy
GeometricMeanGeometric Mean
GetGroupWeightComputing First and Second Level Portfolio Weights
GetLambdaWeightPortfolio Weights of the Lambda-strategy
GetNewLambdaWeightPortfolio Weights of the Lambda-strategy
GetWeightComputing Portfolio Weights from a Weight Function
InvestInvesting in a Toy Market
marketmodelMarket Model Objects
ParetoCapDistGenerating a Pareto Capital Distribution
plot.capdistPlotting Captial Distribution Objects
plot.toymktPlotting Toy Market Objects
print.capdistPrinting Capital Distribution Objects
print.fgpPrinting Functionally Generated Portfolio Objects
print.marketmodelPrinting Market Model Object
print.toymktPrinting Toy Market Object
RelativeEntropyRelative Entropy
RelValAnalysisThe RelValAnalysis Package
RenyiEntropyRenyi Entropy
ShannonEntropyShannon Entropy
SimMarketModelSimulating a Market Model
toymktToy Market Objects
VolStabModelVolatility-Stabilized Model
RelValAnalysis documentation built on May 2, 2019, 3:09 a.m.