stockPortfolio: Build stock models and analyze stock portfolios.

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Download stock data, build single index, constant correlation, and multigroup models, and estimate optimal stock portfolios. Plotting functions for the portfolio possibilities curve and portfolio cloud are included. A function to test a portfolio on a data set is also provided.

Author
David Diez and Nicolas Christou
Date of publication
2012-03-14 16:03:05
Maintainer
David Diez <david.m.diez@gmail.com>
License
GPL (>= 2)
Version
1.2

View on CRAN

Man pages

adjustBeta
Adjust the beta parameters from a single index model
getCorr
Average correlation
getReturns
Obtain stock data from Yahoo Finance
optimalPort
Estimate the optimal portfolio
portCloud
Plot a portfolio cloud
portPossCurve
Plot the portfolio possibilities curve
portReturn
Estimate return and risk of a portfolio
stock04
Data for 24 stocks and 1 index, 2004-9
stock94
Data for 24 stocks and 1 index, 1994-9
stock94Info
Ticker and industry information
stock99
Data for 24 stocks and 1 index, 1999-2004
stockModel
Create a stock model
stockPortfolio-package
Build and manage stock models and portfolios
testPort
Test a portfolio on a data set

Files in this package

stockPortfolio
stockPortfolio/MD5
stockPortfolio/R
stockPortfolio/R/testPort.R
stockPortfolio/R/summary.testPort.R
stockPortfolio/R/summary.stockReturns.R
stockPortfolio/R/summary.stockModel.R
stockPortfolio/R/summary.portReturn.R
stockPortfolio/R/summary.optimalPortfolio.R
stockPortfolio/R/stockModel.R
stockPortfolio/R/print.testPort.R
stockPortfolio/R/print.stockReturns.R
stockPortfolio/R/print.stockModel.R
stockPortfolio/R/print.portReturn.R
stockPortfolio/R/print.optimalPortfolio.R
stockPortfolio/R/portReturn.R
stockPortfolio/R/portPossCurve.R
stockPortfolio/R/portCloud.R
stockPortfolio/R/points.testPort.R
stockPortfolio/R/points.stockModel.R
stockPortfolio/R/points.portReturn.R
stockPortfolio/R/points.optimalPortfolio.R
stockPortfolio/R/plot.testPort.R
stockPortfolio/R/plot.stockReturns.R
stockPortfolio/R/plot.stockModel.R
stockPortfolio/R/plot.portReturn.R
stockPortfolio/R/plot.optimalPortfolio.R
stockPortfolio/R/pairs.stockReturns.R
stockPortfolio/R/optimalPort.R
stockPortfolio/R/lines.testPort.R
stockPortfolio/R/lines.stockReturns.R
stockPortfolio/R/getReturns.R
stockPortfolio/R/getCorr.R
stockPortfolio/R/adjustBeta.R
stockPortfolio/NAMESPACE
stockPortfolio/man
stockPortfolio/man/testPort.Rd
stockPortfolio/man/stockPortfolio-package.Rd
stockPortfolio/man/stockModel.Rd
stockPortfolio/man/stock99.Rd
stockPortfolio/man/stock94Info.Rd
stockPortfolio/man/stock94.Rd
stockPortfolio/man/stock04.Rd
stockPortfolio/man/portReturn.Rd
stockPortfolio/man/portPossCurve.Rd
stockPortfolio/man/portCloud.Rd
stockPortfolio/man/optimalPort.Rd
stockPortfolio/man/getReturns.Rd
stockPortfolio/man/getCorr.Rd
stockPortfolio/man/adjustBeta.Rd
stockPortfolio/DESCRIPTION
stockPortfolio/data
stockPortfolio/data/stock99.rda
stockPortfolio/data/stock94Info.rda
stockPortfolio/data/stock94.rda
stockPortfolio/data/stock04.rda