assets {Strategy}

Random walks for 10 assets as example data.

Description

The dataset contains the price data (not returns!), each starting at a value of 100. The dates are randomly recreated by choosing the latest date as Sys.Date() going backwards on a daily basis per row.

Usage

assets

Format

An xts-object with 1000 rows and 10 variables:

asset1

Column with price data of a random walk called asset1.

asset2

Column with price data of a random walk called asset2.

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