assets: Random walks for 10 assets as example data.

Description Usage Format

Description

The dataset contains the price data (not returns!), each starting at a value of 100. The dates are randomly recreated by choosing the latest date as Sys.Date() going backwards on a daily basis per row.

Usage

1

Format

An xts-object with 1000 rows and 10 variables:

asset1

Column with price data of a random walk called asset1.

asset2

Column with price data of a random walk called asset2.

...


Strategy documentation built on May 2, 2019, 2:09 a.m.