Build stock models and analyze stock portfolios.

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Documentation for package ‘stockPortfolio’ version 1.1

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stockPortfolio-package Build and manage stock models and portfolios
adjustBeta Adjust the beta parameters from a single index model
getCorr Average correlation
getReturns Obtain stock data from Yahoo Finance
lines.stockReturns Obtain stock data from Yahoo Finance
lines.testPort Test a portfolio on a data set
optimalPort Estimate the optimal portfolio
pairs.stockReturns Obtain stock data from Yahoo Finance
plot.optimalPortfolio Estimate the optimal portfolio
plot.portReturn Estimate return and risk of a portfolio
plot.stockModel Create a stock model
plot.stockReturns Obtain stock data from Yahoo Finance
plot.testPort Test a portfolio on a data set
points.optimalPortfolio Estimate the optimal portfolio
points.portReturn Estimate return and risk of a portfolio
points.stockModel Create a stock model
points.testPort Test a portfolio on a data set
portCloud Plot a portfolio cloud
portPossCurve Plot the portfolio possibilities curve
portReturn Estimate return and risk of a portfolio
print.optimalPortfolio Estimate the optimal portfolio
print.portReturn Estimate return and risk of a portfolio
print.stockModel Create a stock model
print.stockReturns Obtain stock data from Yahoo Finance
print.testPort Test a portfolio on a data set
stock04 Data for 24 stocks and 1 index, 2004-9
stock94 Data for 24 stocks and 1 index, 1994-9
stock94Info Ticker and industry information
stock99 Data for 24 stocks and 1 index, 1999-2004
stockModel Create a stock model
stockPortfolio Build and manage stock models and portfolios
summary.optimalPortfolio Estimate the optimal portfolio
summary.portReturn Estimate return and risk of a portfolio
summary.stockModel Create a stock model
summary.stockReturns Obtain stock data from Yahoo Finance
summary.testPort Test a portfolio on a data set
testPort Test a portfolio on a data set