Last updated: 2019-03-07

Checks: 6 0

Knit directory: project/analysis/

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File Version Author Date Message
Rmd c2f15dc Tim Trice 2019-03-07 Correct account references
Rmd 2c2c5ce Tim Trice 2019-03-07 Minor formatting changes
Rmd eb1b0eb Tim Trice 2019-03-07 Modify sources
Rmd b2fa9ee Tim Trice 2019-03-07 Do not echo code
Rmd 974156a Tim Trice 2019-03-07 Add Author, Date to yaml
html 6cae50d Tim Trice 2019-03-03 Add docs
Rmd 6cc0e03 Tim Trice 2018-09-30 Add returns for all portfolios
Rmd 59695e8 Tim Trice 2018-09-30 Add benchmark strategy SPY
Rmd bd2d8f0 Tim Trice 2018-09-29 Refactor func load_data
Rmd 6baf35d Tim Trice 2018-09-09 Add Accoutn Returns

Strategy Portfolio

Version Author Date
6cae50d Tim Trice 2019-03-03

Theoretical Portfolio

Version Author Date
6cae50d Tim Trice 2019-03-03

Benchmark Portfolio

Version Author Date
6cae50d Tim Trice 2019-03-03

R version 3.5.2 (2018-12-20)
Platform: x86_64-pc-linux-gnu (64-bit)
Running under: Ubuntu 16.04.5 LTS

Matrix products: default
BLAS: /usr/lib/atlas-base/atlas/
LAPACK: /usr/lib/atlas-base/atlas/

 [1] LC_CTYPE=C.UTF-8       LC_NUMERIC=C           LC_TIME=C.UTF-8       
 [7] LC_PAPER=C.UTF-8       LC_NAME=C              LC_ADDRESS=C          

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] purrr_0.2.5                blotter_0.14.2            
[3] PerformanceAnalytics_1.5.2 FinancialInstrument_1.3.1 
[5] quantmod_0.4-13            TTR_0.23-4                
[7] xts_0.11-2                 zoo_1.8-4                 

loaded via a namespace (and not attached):
 [1] Rcpp_1.0.0       knitr_1.21       whisker_0.3-2    magrittr_1.5    
 [5] workflowr_1.2.0  here_0.1         lattice_0.20-38  rlang_0.3.0.1   
 [9] quadprog_1.5-5   foreach_1.4.4    stringr_1.3.1    tools_3.5.2     
[13] grid_3.5.2       xfun_0.4         git2r_0.23.0     iterators_1.0.10
[17] htmltools_0.3.6  yaml_2.2.0       rprojroot_1.3-2  digest_0.6.18   
[21] codetools_0.2-15 fs_1.2.6         curl_3.2         glue_1.3.0      
[25] evaluate_0.12    rmarkdown_1.11   stringi_1.2.4    compiler_3.5.2  
[29] backports_1.1.3  boot_1.3-20