stockPortfolio: Build stock models and analyze stock portfolios.
Version 1.2

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.

Browse man pages Browse package API and functions Browse package files

AuthorDavid Diez and Nicolas Christou
Date of publication2012-03-14 16:03:05
MaintainerDavid Diez <david.m.diez@gmail.com>
LicenseGPL (>= 2)
Version1.2
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("stockPortfolio")

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

Functions

adjustBeta Man page
getCorr Man page
getReturns Man page
lines.stockReturns Man page
lines.testPort Man page
optimalPort Man page
pairs.stockReturns Man page
plot.optimalPortfolio Man page
plot.portReturn Man page
plot.stockModel Man page
plot.stockReturns Man page
plot.testPort Man page
points.optimalPortfolio Man page
points.portReturn Man page
points.stockModel Man page
points.testPort Man page
portCloud Man page
portPossCurve Man page
portReturn Man page
print.optimalPortfolio Man page
print.portReturn Man page
print.stockModel Man page
print.stockReturns Man page
print.testPort Man page
stock04 Man page
stock94 Man page
stock94Info Man page
stock99 Man page
stockModel Man page
stockPortfolio Man page
stockPortfolio-package Man page
stockReturns Man page
summary.optimalPortfolio Man page
summary.portReturn Man page
summary.stockModel Man page
summary.stockReturns Man page
summary.testPort Man page
testPort Man page

Files

MD5
R
R/testPort.R
R/summary.testPort.R
R/summary.stockReturns.R
R/summary.stockModel.R
R/summary.portReturn.R
R/summary.optimalPortfolio.R
R/stockModel.R
R/print.testPort.R
R/print.stockReturns.R
R/print.stockModel.R
R/print.portReturn.R
R/print.optimalPortfolio.R
R/portReturn.R
R/portPossCurve.R
R/portCloud.R
R/points.testPort.R
R/points.stockModel.R
R/points.portReturn.R
R/points.optimalPortfolio.R
R/plot.testPort.R
R/plot.stockReturns.R
R/plot.stockModel.R
R/plot.portReturn.R
R/plot.optimalPortfolio.R
R/pairs.stockReturns.R
R/optimalPort.R
R/lines.testPort.R
R/lines.stockReturns.R
R/getReturns.R
R/getCorr.R
R/adjustBeta.R
NAMESPACE
man
man/testPort.Rd
man/stockPortfolio-package.Rd
man/stockModel.Rd
man/stock99.Rd
man/stock94Info.Rd
man/stock94.Rd
man/stock04.Rd
man/portReturn.Rd
man/portPossCurve.Rd
man/portCloud.Rd
man/optimalPort.Rd
man/getReturns.Rd
man/getCorr.Rd
man/adjustBeta.Rd
DESCRIPTION
data
data/stock99.rda
data/stock94Info.rda
data/stock94.rda
data/stock04.rda
stockPortfolio documentation built on May 19, 2017, 8:31 a.m.