asset_loader

This function reads in asset data stored in .csv format and returns a
time-series object of the asset data.

The 'StockDistFit' package provides functions for fitting probability distributions to stock price data. The package uses maximum likelihood estimation to find the best-fitting distribution for a given stock. It also offers a function to fit several distributions to one or more assets and compare the distribution with the Akaike Information Criterion (AIC) and then pick the best distribution. References are as follows: Siew et al. (2008) <https://www.jstage.jst.go.jp/article/jappstat/37/1/37_1_1/_pdf/-char/ja> and Benth et al. (2008) <https://books.google.co.ke/books?hl=en&lr=&id=MHNpDQAAQBAJ&oi=fnd&pg=PR7&dq=Stochastic+modeling+of+commodity+prices+using+the+Variance+Gamma+(VG)+model.+&ots=YNIL2QmEYg&sig=XZtGU0lp4oqXHVyPZ-O8x5i7N3w&redir_esc=y#v=onepage&q&f=false>.

Brian Njuguna

StockDistFit

Fit Stock Price Distributions

Stanely Sayianka

asset_loader function

<dl><dt>data_path</dt>
<dd>The path to the directory containing the .csv files.</dd>
<dt>assets</dt>
<dd>A vector of asset names to be loaded.</dd>
<dt>price_col</dt>
<dd>The name of the price column to be selected (e.g. Open, Close, Low, High).</dd></dl>

Arguments

Load Asset Data. — asset_loader

<dl>

<dt>data_path</dt>
<dd>The path to the directory containing the .csv files.</dd>


<dt>assets</dt>
<dd>A vector of asset names to be loaded.</dd>


<dt>price_col</dt>
<dd>The name of the price column to be selected (e.g. Open, Close, Low, High).</dd>

</dl>

asset_loader: Load Asset Data.

Description

Usage

Value

Arguments

Examples