Man pages for ngloe/olpsR
Algorithms and functions for On-line Portfolio Selection
| alg_Anticor | Anticor Algorithm |
| alg_BCRP | Best Constant Rebalanced Portfolio Algorithm (BCRP) |
| alg_BH | Buy-and-Hold (BH) |
| alg_BHbest | Buy-and-Hold best asset (BHbest) |
| alg_CRP | Constant Rebalanced Portfolio Algorithm (CRP) |
| alg_CWMR | Confidence Weighted Mean Reversion Algorithm (CWMR) |
| alg_EG | Exponential Gradient Algorithm (UP) |
| alg_PAMR | Passive Aggressive Mean Reversion Algorithm (PAMR) |
| alg_RPP_theoretical | Peservation Price Policy for Portfolio Selection (RPP) |
| alg_SCRP | Successive Constant Rebalanced Portfolio Algorithm (SCRP) |
| alg_UP | Universal Portfolio Algorithm (UP) |
| alg_VT | Volatility Timing Algorithm (VT) |
| DAX | Daily returns from German stocks listed in the DAX |
| DJIA | DJIA daily returns |
| gen_kelly_market | Generate Kelly-market |
| gen_market_instance | Generate market instances |
| gen_rand_portfolios | Generate random portfolios |
| gen_sample_portfolios | Generate sample portfolios |
| gen_virtual_market | Generate virtual market |
| get_asset_prices | Get asset prices from price relatives |
| get_conversion_rates | Get conversion rates |
| get_growth_rate | Get exponential growth rate |
| get_kelly_seq | Get Kelly Sequence from price relatives |
| get_price_relatives | Get price relatives |
| get_wealth | Get portfolio wealth |
| NYSE | NYSE daily returns |
| olpsR-package | olpsR: Algorithms and functions for On-line Portfolio... |
| plot.OLP | Plot OLP objects |
| print.OLP | Print OLP objects |
| projsplx | Projection onto simplex |
| projsplx_2 | Projection onto simplex |
| SP500 | SP500 daily returns |
| TSE | TSE daily returns |
