library(quantmod)library(PerformanceAnalytics)library(tseries)# initial valuestockRatio

library(quantmod)library(PerformanceAnalytics)library(tseries)# initial valuestockRatio

Alpha is the essence of trading. Getting risk-adjusted returns above the market is a zero sum game and what leads to value. Here's an R script to calculate and plot the alpha of an asset. Any asset that is available for download in Yahoo is OK. It also outputs some related statistics.For example, supposing we wanted to analyze the...

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