Classes for analysing and implementing equity portfolios, including routines for generating tradelists and calculating exposures to user-specified risk factors.
|Author||Jeff Enos [aut], David Kane [aut], Daniel Gerlanc [aut, cre], Kyle Campbell [ctb]|
|Maintainer||Daniel Gerlanc <email@example.com>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
Install the latest version of this package by entering the following in R:
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.