buildPortfolios

This function serves as the default example for the <code>buildPortfolios</code>
argument in <code>runMultipleBacktests</code>. It demonstrates how to
construct a list of portfolio specifications using
<code>portfolio.spec</code>,
<code>add.constraint</code>, and
<code>add.objective</code> from the
<code>PortfolioAnalytics</code> package.
Users are encouraged to write their own portfolio list following the same 
structure of this function: one input (<code>selected_stocks</code>), one output (a
named list of <code>portfolio.spec</code> objects), and pass it to
<code>runMultipleBacktests()</code> via the <code>buildPortfolios</code> argument.

A collection of functions and data sets that support teaching
a quantitative finance MS level course on Portfolio Construction and Risk
Analysis, and the writing of a textbook for such a course.  The package is
unique in providing several real-world data sets that may be used for problem
assignments and student projects.  The data sets include cross-sections of
stock data from the Center for Research on Security Prices, LLC (CRSP),
corresponding factor exposures data from S&P Global, and several SP500 data
sets.

Doug Martin

PCRA

Companion to Portfolio Construction and Risk Analysis

Alexios Galanos

Kirk Li

Jon Spinney

Thomas Philips

buildPortfolios function

<dl><dt>selected_stocks</dt>
<dd>Character vector. Tickers of the assets to include
in the portfolio.</dd></dl>

Arguments

Build a List of Portfolio Specifications (Default Example) — buildPortfolios

<dl>

<dt>selected_stocks</dt>
<dd>Character vector. Tickers of the assets to include
in the portfolio.</dd>

</dl>

buildPortfolios: Build a List of Portfolio Specifications (Default Example)

Description

Usage

Value

Arguments

See Also

Examples