get.portfolios.random: Random set of portfolios of end of day US Stock prices
In kkhamutou/MarkowitzUW: Advanced R Project

Generate N numberb of randomly sampled, unique portfolios

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get.portfolios.random(nportfolios, nassets, start_date, end_date,
  collapse = c("daily", "weekly", "monthly", "quarterly", "annual"),
  api_key)

`nportfolios`	An integer, number of portfolios to be generated
`nassets`	An integer, number of stock in a portfolio
`start_date`	A Date object, format="YYYY-MM-DD". Retrieve data rows on and after the specified start date.
`end_date`	A Date object, format="YYYY-MM-DD". Retrieve data rows up to and including the specified end date.
`collapse`	Change the sampling frequency of the returned data. Default is none; i.e., data is returned in its original granularity.
`api_key`	A string, authentication toket for a Quandl user.