用R实现,通过指定期望收益、风险、权重等条件,自动创建现代投资组合。
# 获得四只股票股价收盘价数据
library(quantmod)
stockData <- new.env()
symbols <- c("MSFT","FB","GOOG","AAPL")
start_data <- as.Date("2014-01-01")
end_date <- as.Date("2017-12-31")
getSymbols(symbols,sec="yahoo",env=stockData,from=start_data,to=end_date)
# [1] "MSFT" "FB" "GOOG" "AAPL"
x<-list()
for (i in 1:length(symbols