Files in PortfolioEffectHFT
High Frequency Portfolio Analytics by PortfolioEffect

inst
inst/java
inst/java/gson-2.2.4.jar
inst/java/trove4j-3.0.3.jar
inst/java/gnu-crypto-2.0.1.jar
inst/java/log4j-1.2.16.jar
inst/java/snappy-0.3.jar
inst/java/xpp3_min-1.1.4c.jar
inst/java/openfast-1.2.0.jar
inst/java/commons-lang-2.4.jar
inst/java/xstream-1.3.jar
inst/java/JavaFastPFOR-0.1.1.jar
inst/java/portfolioeffect-quant-client-1.0.jar
inst/COPYRIGHTS
inst/doc
inst/doc/PortfolioEffectHFT.pdf
inst/doc/PortfolioEffectHFT.Rnw
tests
tests/testthat.R
tests/testthat
tests/testthat/test-util.r tests/testthat/test-time.r tests/testthat/test-metric.r
NAMESPACE
demo
demo/portfolio_metrics_demo.R demo/txnCosts_demo.R demo/lf_hf_strategy_demo.R
demo/00Index
demo/portfolio_optimization_demo.R demo/efficient_frontier_demo.R demo/holding_period_risks_demo.R demo/alpha_decay_demo.R
NEWS
data
data/goog.data.RData
data/aapl.data.RData
data/spy.data.RData
R
R/onLoad.R R/plot.R R/portfolio.R R/metric.R R/optimization.R R/forecast.R R/message.R R/util.R R/position.R
vignettes
vignettes/PortfolioEffectHFT.Rnw
MD5
java
java/README
build
build/vignette.rds
DESCRIPTION
man
man/util_dateToPOSIXTime.Rd man/gain_variance.Rd man/down_percentage_ratio.Rd man/portfolio_defaultSettings.Rd man/value.Rd man/optimization_goal.Rd man/optimization_forecast.Rd man/upside_variance.Rd man/value_at_risk.Rd man/dist_density.Rd man/treynor_ratio.Rd man/calmar_ratio.Rd man/omega_ratio.Rd man/portfolioPlot-class.Rd man/weight.Rd man/mod_sharpe_ratio.Rd man/util_plot2df.Rd man/variance.Rd man/portfolio_settings.Rd man/util_plotDensity.Rd man/alpha_jensens.Rd man/skewness.Rd man/upside_downside_variance_ratio.Rd man/util_ggplot.Rd man/position_remove.Rd man/portfolio_availableSymbols.Rd man/correlation.Rd man/position-class.Rd man/optimization_constraint.Rd man/util_fillScheme.Rd man/up_percentage_ratio.Rd man/position_list.Rd man/util_plotTheme.Rd man/util_plot2d.Rd man/expected_upside_return.Rd man/forecast_input.Rd man/downside_variance.Rd man/weight_transform.Rd man/util_cleanCredentials.Rd man/log_return.Rd man/forecast_apply.Rd man/up_number_ratio.Rd man/util_setCredentials.Rd man/profit.Rd man/expected_shortfall.Rd man/portfolio_getSettings.Rd man/moment.Rd man/compute.Rd man/quantity.Rd man/kurtosis.Rd man/metric-class.Rd man/loss_variance.Rd man/covariance.Rd man/starr_ratio.Rd man/sharpe_ratio.Rd man/down_capture_ratio.Rd man/aapl.data.Rd man/sortino_ratio.Rd man/gain_loss_variance_ratio.Rd man/return_jump_size.Rd man/util_POSIXTimeToDate.Rd man/portfolio-class.Rd man/fractal_dimension.Rd man/create_metric.Rd man/optimization_run.Rd man/util_colorScheme.Rd man/txn_costs.Rd man/price.Rd man/portfolio_getPosition.Rd man/beta.Rd man/optimizer-class.Rd man/cumulant.Rd man/forecast-class.Rd man/rachev_ratio.Rd man/max_drawdown.Rd man/down_number_ratio.Rd man/forecast_builder.Rd man/optimization_info.Rd man/up_capture_ratio.Rd man/position_add.Rd man/set_quantity.Rd man/expected_downside_return.Rd man/return_autocovariance.Rd man/util_multiplot.Rd man/portfolio_create.Rd man/information_ratio.Rd man/hurst_exponent.Rd man/alpha_exante.Rd man/util_line2d.Rd man/expected_return.Rd man/util_getComputeTime.Rd
PortfolioEffectHFT documentation built on May 30, 2017, 3:08 a.m.