IntroCompFinR: Introduction to Computational Finance in R

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The package is for the introduction to computational finance in R for Econ 424 in University of Washington, Seattle. There are examples and function for demonstration and teaching purpose. Students are expected to download the package and learn from the codes and examples. Moreover, the book coming soon is also based on this package.

Author
Eric Zivot
Date of publication
2015-10-30 18:31:27
Maintainer
Bethany Yollin <byollin@gmail.com>
License
GPL-2
Version
1.0

View on R-Forge

Man pages

amznDailyPrices
Daily adjusted closing price for Amazon stock
baDailyPrices
Daily adjusted closing price for Boeing stock
costDailyPrices
Daily adjusted closing price for Costco stock
efficient.frontier
Compute efficient frontier of risky assets
efficient.portfolio
Compute minimum variance portfolio subject to target return
fourPanelPlot
Create four-panel plot of returns
getPortfolio
Create portfolio object
globalMin.portfolio
Compute global minimum variance portfolio
jwnDailyPrices
Daily adjusted closing price for Nordstrom stock
msftDailyPrices
Daily adjusted closing price for Microsoft stock
plot.Markowitz
Plot method of class Markowitz
plot.portfolio
Plot method of class portfolio
print.Markowitz
Print efficient frontier
print.portfolio
Print method of class portfolio
sbuxDailyPrices
Daily adjusted closing price for Starbucks stock
sp500DailyPrices
Daily adjusted closing price for S&P 500 index
summary.Markowitz
Summary method of class Markowitz
summary.portfolio
Summary method of class portfolio
tangency.portfolio
Compute tangency portfolio
VanguardPrices
Monthly adjusted closing price for Vanguard Mutual Fund

Files in this package

IntroCompFinR/DESCRIPTION
IntroCompFinR/NAMESPACE
IntroCompFinR/R
IntroCompFinR/R/data.R
IntroCompFinR/R/efficient.frontier.R
IntroCompFinR/R/efficient.portfolio.R
IntroCompFinR/R/fourPanelPlot.R
IntroCompFinR/R/getPortfolio.R
IntroCompFinR/R/globalMin.portfolio.R
IntroCompFinR/R/plot.Markowitz.R
IntroCompFinR/R/plot.portfolio.R
IntroCompFinR/R/print.Markowitz.R
IntroCompFinR/R/print.portfolio.R
IntroCompFinR/R/summary.Markowitz.R
IntroCompFinR/R/summary.portfolio.R
IntroCompFinR/R/tangency.portfolio.R
IntroCompFinR/data
IntroCompFinR/data/VanguardPrices.rda
IntroCompFinR/data/amznDailyPrices.rda
IntroCompFinR/data/baDailyPrices.rda
IntroCompFinR/data/costDailyPrices.rda
IntroCompFinR/data/jwnDailyPrices.rda
IntroCompFinR/data/msftDailyPrices.rda
IntroCompFinR/data/sbuxDailyPrices.rda
IntroCompFinR/data/sp500DailyPrices.rda
IntroCompFinR/man
IntroCompFinR/man/VanguardPrices.Rd
IntroCompFinR/man/amznDailyPrices.Rd
IntroCompFinR/man/baDailyPrices.Rd
IntroCompFinR/man/costDailyPrices.Rd
IntroCompFinR/man/efficient.frontier.Rd
IntroCompFinR/man/efficient.portfolio.Rd
IntroCompFinR/man/fourPanelPlot.Rd
IntroCompFinR/man/getPortfolio.Rd
IntroCompFinR/man/globalMin.portfolio.Rd
IntroCompFinR/man/jwnDailyPrices.Rd
IntroCompFinR/man/msftDailyPrices.Rd
IntroCompFinR/man/plot.Markowitz.Rd
IntroCompFinR/man/plot.portfolio.Rd
IntroCompFinR/man/print.Markowitz.Rd
IntroCompFinR/man/print.portfolio.Rd
IntroCompFinR/man/sbuxDailyPrices.Rd
IntroCompFinR/man/sp500DailyPrices.Rd
IntroCompFinR/man/summary.Markowitz.Rd
IntroCompFinR/man/summary.portfolio.Rd
IntroCompFinR/man/tangency.portfolio.Rd