strategy.rational: Rational investor strategy

Description Usage Arguments Value

Description

The rational investor strategy is based on the following model: a stock with highest average rate of returns receives 50

Usage

1
strategy.rational(marketData)

Arguments

marketData

data.frame of list of data.frame, marketData is used to calculate weights

Value

vector of weights of each stock in a portfolio


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