Introduction to Computational Finance in R


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Documentation for package ‘IntroCompFinR’ version 1.0

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amznDailyPrices Daily adjusted closing price for Amazon stock
baDailyPrices Daily adjusted closing price for Boeing stock
costDailyPrices Daily adjusted closing price for Costco stock
efficient.frontier Compute efficient frontier of risky assets
efficient.portfolio Compute minimum variance portfolio subject to target return
fourPanelPlot Create four-panel plot of returns
getPortfolio Create portfolio object
globalMin.portfolio Compute global minimum variance portfolio
jwnDailyPrices Daily adjusted closing price for Nordstrom stock
msftDailyPrices Daily adjusted closing price for Microsoft stock
plot.Markowitz Plot method of class Markowitz
plot.portfolio Plot method of class portfolio
print.Markowitz Print efficient frontier
print.portfolio Print method of class portfolio
sbuxDailyPrices Daily adjusted closing price for Starbucks stock
sp500DailyPrices Daily adjusted closing price for S&P 500 index
summary.Markowitz Summary method of class Markowitz
summary.portfolio Summary method of class portfolio
tangency.portfolio Compute tangency portfolio
VanguardPrices Monthly adjusted closing price for Vanguard Mutual Fund