|cov_shrink||Shrink the covariance matrix towards some global mean|
|denoise||Remove noise from a correlation matrix using RMT to identify...|
|divergence||Measure the divergence and stability between two correlation...|
|getPortfolioReturns||Utility functions for creating portfolios of returns and...|
|optimizePortfolio||Optimize a portfolio using the specified correlation filter|
|sp500||A (mostly complete) subset of the SP500 with 250 data points|
|sp500.subset||A subset of the SP500 with 200 data points|
|tawny-package||Clean Covariance Matrices Using Random Matrix Theory and...|
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