oracle: Show time evolution of absolute best possible portfoliobest
In logopt: Log optimal (universal) portfolios
Description
Usage
Arguments
Details
Value
Author(s)
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 2, 2019, 5:49 p.m.
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Description Usage Arguments Details Value Author(s)
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
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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