Files in PortfolioEffectHFT
High Frequency Portfolio Analytics by PortfolioEffect
MD5
NEWS
DESCRIPTION
NAMESPACE
inst/COPYRIGHTS
inst/doc/PortfolioEffectHFT.Rnw
inst/doc/PortfolioEffectHFT.pdf
inst/java/log4j-1.2.16.jar
inst/java/gnu-crypto-2.0.1.jar
inst/java/trove4j-3.0.3.jar
inst/java/xpp3_min-1.1.4c.jar
inst/java/gson-2.2.4.jar
inst/java/commons-lang-2.4.jar
inst/java/portfolioeffect-quant-client-1.0.jar
inst/java/openfast-1.2.0.jar
inst/java/JavaFastPFOR-0.1.1.jar
inst/java/xstream-1.3.jar
inst/java/snappy-0.3.jar
vignettes/PortfolioEffectHFT.Rnw
demo/lf_hf_strategy_demo.R
demo/alpha_decay_demo.R
demo/portfolio_metrics_demo.R
demo/efficient_frontier_demo.R
demo/holding_period_risks_demo.R
demo/txnCosts_demo.R
demo/portfolio_optimization_demo.R
demo/00Index
R/optimization.R
R/forecast.R
R/util.R
R/plot.R
R/metric.R
R/message.R
R/portfolio.R
R/onLoad.R
R/position.R
man/util_ggplot.Rd
man/forecast_apply.Rd
man/value.Rd
man/optimization_forecast.Rd
man/kurtosis.Rd
man/beta.Rd
man/price.Rd
man/loss_variance.Rd
man/forecast-class.Rd
man/aapl.data.Rd
man/optimization_run.Rd
man/util_POSIXTimeToDate.Rd
man/portfolio_settings.Rd
man/alpha_exante.Rd
man/up_number_ratio.Rd
man/util_colorScheme.Rd
man/optimization_goal.Rd
man/variance.Rd
man/return_autocovariance.Rd
man/gain_loss_variance_ratio.Rd
man/util_dateToPOSIXTime.Rd
man/skewness.Rd
man/up_percentage_ratio.Rd
man/covariance.Rd
man/down_percentage_ratio.Rd
man/starr_ratio.Rd
man/portfolio_getSettings.Rd
man/position_remove.Rd
man/treynor_ratio.Rd
man/txn_costs.Rd
man/cumulant.Rd
man/sharpe_ratio.Rd
man/alpha_jensens.Rd
man/expected_return.Rd
man/forecast_builder.Rd
man/optimizer-class.Rd
man/portfolio_availableSymbols.Rd
man/forecast_input.Rd
man/util_plotTheme.Rd
man/max_drawdown.Rd
man/util_getComputeTime.Rd
man/metric-class.Rd
man/compute.Rd
man/util_plot2d.Rd
man/information_ratio.Rd
man/portfolio_defaultSettings.Rd
man/util_setCredentials.Rd
man/gain_variance.Rd
man/quantity.Rd
man/portfolio_getPosition.Rd
man/moment.Rd
man/util_plotDensity.Rd
man/optimization_constraint.Rd
man/down_number_ratio.Rd
man/down_capture_ratio.Rd
man/expected_downside_return.Rd
man/dist_density.Rd
man/upside_variance.Rd
man/weight_transform.Rd
man/portfolio-class.Rd
man/optimization_info.Rd
man/sortino_ratio.Rd
man/position_add.Rd
man/util_plot2df.Rd
man/up_capture_ratio.Rd
man/expected_shortfall.Rd
man/position_list.Rd
man/return_jump_size.Rd
man/expected_upside_return.Rd
man/correlation.Rd
man/weight.Rd
man/calmar_ratio.Rd
man/util_cleanCredentials.Rd
man/downside_variance.Rd
man/fractal_dimension.Rd
man/portfolioPlot-class.Rd
man/position-class.Rd
man/profit.Rd
man/util_fillScheme.Rd
man/util_line2d.Rd
man/set_quantity.Rd
man/hurst_exponent.Rd
man/util_multiplot.Rd
man/portfolio_create.Rd
man/mod_sharpe_ratio.Rd
man/value_at_risk.Rd
man/log_return.Rd
man/create_metric.Rd
man/omega_ratio.Rd
man/rachev_ratio.Rd
man/upside_downside_variance_ratio.Rd
java/README
build/vignette.rds
tests/testthat.R
tests/testthat/test-time.r
tests/testthat/test-util.r
tests/testthat/test-metric.r
data/spy.data.RData
data/goog.data.RData
data/aapl.data.RData
