variable-assets-optimizer

Modules for creating optimal portfolio from variable number of assets

Sample data used in computations

All necessary data is provided in R_data as R data and in other_files as data in csv.

Computations are based on composition of WIG30 index and rates of returns of companies from this index.

Source of sample data for polish index comapnies

Files which are used in computations were obtained with scripts from this repository. Data for necessary transformations were obtained from GPW site and transformed to R-data with pdf-tables-to-R-data.R script.