PortfolioEffectHFT v1.5 (Release date: 2016-02-01)
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Changes:

* Switched to using ggplot 2.0
* Added "bw" (black and white) output option to util_summary()
* Added "resultsNAFilter" to portfolio_settings()

PortfolioEffectHFT v1.4 (Release date: 2015-12-17)
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Changes:

* Improvements in estimates precision 
* Fixed a number of bugs that occurred only under high load
* Improvements in server-side data caching 
* Output "NaN" for missing values, computational errors, warm-up periods and possible artifacts


PortfolioEffectHFT v1.3 (Release date: 2015-11-08)
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Changes:

* Added portfolio_availableSymbols() to list all available server-side instruments
* Added "fractalPriceModel" to portfolio_settings() method to turn on/off fractal price model.
* Confidence interval parameter changed meaning from tail probability to 1 - tail probability (e.g.from 0.05 to 0.95)
* Default value of "driftTerm" in portfolio_settings() is now "FALSE"
* Fixed errors in portfolio_startBatch() and portfolio_endBatch() - both methods are now working
    
    
PortfolioEffectHFT v1.2 (Release date: 2015-09-29)
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First commit.

New functionality:

* Auto-calibrating model pipeline for market microstructure noise, risk factors, price jumps/outliers, tail risk (high-order moments), price fractality (long memory) that was built to give tick-resolution analytics.
* Over 40+ portfolio and position-level metrics of intraday risk and performance from modern and post-modern portfolio theory.
* Single-period constraint portfolio optimization (classic Markowitz and extensions for tail risk) with scalar, vector-based and user-defined functional constraints
* Multi-period constraint portfolio optimization that accounts for previous portfolio rebalancing (trading strategy optimization).
* Transactional costs were also implemented in this release.