Description Usage Arguments Details Value Author(s) References

Implement the universal portfolio selection algortihm defined by Cover directly, i.e. with exponential complexity in the number of stocks considered.

1 | ```
universal.cover(x, n)
``` |

`x` |
Time series of relative prices |

`n` |
Split any dimension in n, the algorithm will evaluate O(n^(m-1)) CRP, with m the number of stocks in x |

Straightforward implementation of Cover's algorithm, exponential behavior restrict this to small number of stocks.

Return the time series of portfolio wealths.

Marc Delvaux

Thomas M. Cover. Universal Portfolios. Mathematical Finance, 1(1): 1-29, January 1991.

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.