https://github.com/cran/PortfolioEffectHFT
Tip revision: 4bf854cc3858a822bf75fa1c03ffe00aa47165d5 authored by Andrey Kostin on 24 March 2017, 18:54:25 UTC
version 1.8
version 1.8
Tip revision: 4bf854c
| File | Mode | Size |
|---|---|---|
| 00Index | -rw-r--r-- | 1022 bytes |
| alpha_decay_demo.R | -rw-r--r-- | 5.1 KB |
| efficient_frontier_demo.R | -rw-r--r-- | 4.9 KB |
| holding_period_risks_demo.R | -rw-r--r-- | 6.9 KB |
| lf_hf_strategy_demo.R | -rw-r--r-- | 3.0 KB |
| portfolio_metrics_demo.R | -rw-r--r-- | 2.5 KB |
| portfolio_optimization_demo.R | -rw-r--r-- | 3.6 KB |
| txnCosts_demo.R | -rw-r--r-- | 5.6 KB |
