Comments (1)
Thanks for the question.
Data provider is Yahoo! Finance
via the package finance
[1].
If you want to use a different provider, for instance Google, I think we need to add it to finance
package.
finance
package provides also options chains.
See optionchain.getOptionChainFromYahoo(params, callback).
The optimization of the assets is based on Markowitz model, calculated via the package quadprog
[2].
Basically node-conpa
is the web interface for the R function portfolio.optim
, contained in R package tseries
[3], based on R package quadprog
[4].
The main aim of node-conpa
is reproducing the same numerical R results using pure javascript.
Indeed in finance
package you can give a look at R script portfolio.R
.
It is the script I use to check the results.
Hope these details help.
[1] https://github.com/albertosantini/node-finance
[2] https://github.com/albertosantini/node-quadprog
[3] https://cran.r-project.org/web/packages/tseries/index.html
[4] https://cran.r-project.org/web/packages/quadprog/index.html
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