nyse.gyorfi.1962.2006: Some NYSE stocks as used by Gyorfi
In logopt: Log optimal (universal) portfolios
Description
Usage
Format
Source
References
Description
This data set is a xts time series of close to close ratios for some subset of NYSE stocks, extending in time the period used by Cover.
Some stocks have been dropped because they don't cover the full period, illustrating the danger of survivorship bias.
Usage
1
Format
A xts time series, column names identify the stocks, plus Cash and Bond.
Source
Available online at http://www.szit.bme.hu/~oti/portfolio/data.html
References
Cover, Universal Portfolios
logopt documentation built on May 2, 2019, 5:49 p.m.
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Description Usage Format Source References
Description
This data set is a xts time series of close to close ratios for some subset of NYSE stocks, extending in time the period used by Cover. Some stocks have been dropped because they don't cover the full period, illustrating the danger of survivorship bias.
Usage
1 |
Format
A xts time series, column names identify the stocks, plus Cash and Bond.
Source
Available online at http://www.szit.bme.hu/~oti/portfolio/data.html
References
Cover, Universal Portfolios
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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