stockPortfolio: Build stock models and analyze stock portfolios.

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.

AuthorDavid Diez and Nicolas Christou
Date of publication2012-03-14 16:03:05
MaintainerDavid Diez <david.m.diez@gmail.com>
LicenseGPL (>= 2)
Version1.2

View on CRAN

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

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.