https://github.com/cran/PortfolioEffectHFT
Raw File
Tip revision: 4bf854cc3858a822bf75fa1c03ffe00aa47165d5 authored by Andrey Kostin on 24 March 2017, 18:54:25 UTC
version 1.8
Tip revision: 4bf854c
MD5
b2963af02287c9e8b32f559b47346fe5 *DESCRIPTION
def500dc4f8fdc75303fee098b5b5cf6 *NAMESPACE
9c3d854c0288714938715bde669f1868 *NEWS
39913a0a63713fd322e967e8b14b0c61 *R/forecast.R
d84c684cbe093070e6aceb56e72eb4d8 *R/message.R
edc5703d16cb1ee84af7748e378b80c3 *R/metric.R
7331c1f7c12cd638dd94483e29701914 *R/onLoad.R
e789ba93d8b86a1f9c1aa9d56bd99e7f *R/optimization.R
4a41aa7177ec2716cb0682c99cadb543 *R/plot.R
358c581f4839550cb137e5f3b8e82342 *R/portfolio.R
16cb3b80cb0116deb22922b949aee35a *R/position.R
8ce885b17a4366325e2139e4b77cf472 *R/util.R
71eb65d84a148c41fefcdb72b72344af *build/vignette.rds
7d4e0cd3a892571d3590a42c3f6a2e8d *data/aapl.data.RData
ed50048f9a46909a3d41cf7c6e43c652 *data/goog.data.RData
30dde15f5d02d46c409f4ae52e80c3a0 *data/spy.data.RData
2bd699e386ad62569c0216b93568d84f *demo/00Index
c700507850e049334232a93b06a71ef6 *demo/alpha_decay_demo.R
925fc936c54918d1c8cf1b58ae022e78 *demo/efficient_frontier_demo.R
93a5f458d5cfddef1c3e2fa68fd8fa7e *demo/holding_period_risks_demo.R
10f03fe69a9cc61912b5b2e365c9add9 *demo/lf_hf_strategy_demo.R
5a55827f7a7776508d63612e86ca432a *demo/portfolio_metrics_demo.R
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70b23d38a9509de1e9d2696b7e47d2cf *demo/txnCosts_demo.R
9377f393155e34bf181388dae4dc4798 *inst/COPYRIGHTS
831c261118ff9945b22078c8477c89db *inst/doc/PortfolioEffectHFT.Rnw
c35fb9e4ee908f047048c98d828b5e47 *inst/doc/PortfolioEffectHFT.pdf
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363678f015902bcc040308136f845a3f *inst/java/log4j-1.2.16.jar
710a586404d2cb618359de69fef4a18a *inst/java/openfast-1.2.0.jar
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462837802d12097521b3789ad40bfe38 *man/weight_transform.Rd
15f48527724a7a106fb56dc5017616a7 *tests/testthat.R
44d8645e5a0e255a691daf37c544836b *tests/testthat/test-metric.r
0093a4ce2ff4fe6bb512e8ef65129473 *tests/testthat/test-time.r
5adda1449247d8d20944afcd94a7c133 *tests/testthat/test-util.r
831c261118ff9945b22078c8477c89db *vignettes/PortfolioEffectHFT.Rnw
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