Man pages for ngloe/olpsR
Algorithms and functions for On-line Portfolio Selection

alg_AnticorAnticor Algorithm
alg_BCRPBest Constant Rebalanced Portfolio Algorithm (BCRP)
alg_BHBuy-and-Hold (BH)
alg_BHbestBuy-and-Hold best asset (BHbest)
alg_CRPConstant Rebalanced Portfolio Algorithm (CRP)
alg_CWMRConfidence Weighted Mean Reversion Algorithm (CWMR)
alg_EGExponential Gradient Algorithm (UP)
alg_PAMRPassive Aggressive Mean Reversion Algorithm (PAMR)
alg_RPP_theoreticalPeservation Price Policy for Portfolio Selection (RPP)
alg_SCRPSuccessive Constant Rebalanced Portfolio Algorithm (SCRP)
alg_UPUniversal Portfolio Algorithm (UP)
alg_VTVolatility Timing Algorithm (VT)
DAXDaily returns from German stocks listed in the DAX
DJIADJIA daily returns
gen_kelly_marketGenerate Kelly-market
gen_market_instanceGenerate market instances
gen_rand_portfoliosGenerate random portfolios
gen_sample_portfoliosGenerate sample portfolios
gen_virtual_marketGenerate virtual market
get_asset_pricesGet asset prices from price relatives
get_conversion_ratesGet conversion rates
get_growth_rateGet exponential growth rate
get_kelly_seqGet Kelly Sequence from price relatives
get_price_relativesGet price relatives
get_wealthGet portfolio wealth
NYSENYSE daily returns
olpsR-packageolpsR: Algorithms and functions for On-line Portfolio...
plot.OLPPlot OLP objects
print.OLPPrint OLP objects
projsplxProjection onto simplex
projsplx_2Projection onto simplex
SP500SP500 daily returns
TSETSE daily returns
ngloe/olpsR documentation built on May 23, 2017, 1:57 p.m.