sp500.subset: A subset of the SP500 with 200 data points
In zatonovo/tawny: Clean Covariance Matrices Using Random Matrix Theory and Shrinkage Estimators for Portfolio Optimization
Description
Usage
Format
Source
Description
This data set provides a subset of the SP500 with returns suitable
for running against the portfolio optimization routines.
Usage
1
Format
A 200x75 zoo object of asset returns
Source
Yahoo! Finance
zatonovo/tawny documentation built on May 4, 2019, 9:12 p.m.
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Description Usage Format Source
Description
This data set provides a subset of the SP500 with returns suitable for running against the portfolio optimization routines.
Usage
1 |
Format
A 200x75 zoo object of asset returns
Source
Yahoo! Finance
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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