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| pp.cacheVar | Cache a set of variance matrices |
| pp.date.meanvarutil | Compute utilities of random portfolios over times |
| pp.historyScenarios | Create scenarios from historical prices |
| pp.meanvarutil | Compute a Utility |
| pp.meanvolutil | Compute a Utility |
| pp.normalScenarios | Generate normally distributed scenarios |
| pp.priceScenarios | Set the initial prices for a scenario |
| pp.smallSelect | Careful selection of active assets |
| pp.TTR.multmacd | MACD estimation for multiple assets |
| pp.TTR.multsymbol | Read data from Yahoo for multiple assets |
| pputil.fourmoments | Utility function of the first four moments |
| pputil.meanvar | Mean-variance utility function |
| pputil.multomega | Utility function for the Omega ratio |
| pputil.omega | Utility function for the Omega ratio |
| pputil.value | Utility function of portfolio value |
| pputil.valueWt | Utility function of portfolio value |
| scenario.optimizer | Scenario optimization of a portfolio |