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stockPortfolio (version 1.2)

Build stock models and analyze stock portfolios.

Description

Download stock data, build single index, constant correlation, and multigroup models, and estimate optimal stock portfolios. Plotting functions for the portfolio possibilities curve and portfolio cloud are included. A function to test a portfolio on a data set is also provided.

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Version

Install

install.packages('stockPortfolio')

Monthly Downloads

36

Version

1.2

License

GPL (>= 2)

Maintainer

David Diez

Last Published

March 14th, 2012

Functions in stockPortfolio (1.2)

portPossCurve

Plot the portfolio possibilities curve
getCorr

Average correlation
optimalPort

Estimate the optimal portfolio
stock94

Data for 24 stocks and 1 index, 1994-9
stockPortfolio-package

Build and manage stock models and portfolios
stockModel

Create a stock model
stock94Info

Ticker and industry information
portCloud

Plot a portfolio cloud
testPort

Test a portfolio on a data set
getReturns

Obtain stock data from Yahoo Finance
stock99

Data for 24 stocks and 1 index, 1999-2004
portReturn

Estimate return and risk of a portfolio
stock04

Data for 24 stocks and 1 index, 2004-9
adjustBeta

Adjust the beta parameters from a single index model