MarkowitzUW: MarkowitzUW

Description Details Market data API Strategies

Description

A package designed for the Advnced R course at University of Warsaw, summer semester 2018-2019

Details

The MarkowitzUW provides two categories of functions: Market data API and strategies.

Market data API

The Market data API functions are used to retrieves financial data from the Quandl Dataset. It's based on End of day US Stock Prices.

Strategies

There are tree strategies used to evaluate the performance of portfolio: sharp ration, rational invester and random inverster stretagies.


kkhamutou/MarkowitzUW documentation built on June 10, 2019, 8:17 a.m.