oracle: Show time evolution of absolute best possible portfoliobest

Description Usage Arguments Details Value Author(s)

View source: R/logopt.R

Description

Time evolution of the portfolio of an oracle that can perfectly predict the time series of prices relative.

Usage

1
oracle(x)

Arguments

x

Time series of relative prices

Details

Invest all current wealth on the best stock at any time index. This gives an upperbound for the wealth of any portfolio selection algorithm.

Value

Time series of the wealth for the oracle portfolio.

Author(s)

Marc Delvaux


logopt documentation built on May 31, 2017, 4:01 a.m.

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