Man pages for logopt
Log optimal (universal) portfolios
| bcrp.optim | Find the best constant rebalanced portfolio |
| best.asset | Time evolution of best asset |
| best.envelope | Best price at any moment in time |
| bh | Buy and Hold portfolio |
| crp | Constant Rebalanced portfolio |
| logopt-package | Universal log-optimal portfolios. |
| mult.upgrade | Portfolio selection using multiplicative upgrades |
| nn.gyorfi | Portfolio selection using nearest neighbor |
| nyse.cover.1962.1984 | Some NYSE stocks as used by Cover |
| nyse.gyorfi.1962.2006 | Some NYSE stocks as used by Gyorfi |
| oracle | Show time evolution of absolute best possible portfoliobest |
| scrp | Successive Constant Rebalanced Portfolio |
| switching.portfolio | Portfolio selection using switching |
| universal.cover | Universal portfolio selection algorithm from Cover |
| universal.cover.random | Universal portfolio selection algorithm from Cover |
| w2x | From wealth time series to prices relative time series |
| worst.asset | Time evolution of worst asset |
| worst.envelope | Worst price at any moment in time |
| wscrp | Weighted Successive Constant Rebalanced Portfolio |
