JustinMShea/ExpectedReturns: Reproduction of Investment Strategies presented in Antti Ilmanen's Expected Returns and Investing Amid Low Expected Returns
Collection of data and functions to replicate investment strategies discussed in Antti Ilmanen's Expected Returns, Investing Amid Low Expected Returns, and the AQR website. Users will find examples replicating or associated with these strategies. Additionally, the package provides general purpose functions and apply models similarly to those described in the book.
Getting started
Browse package contents
Package details |
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| Maintainer | |
| License | GPL-3 |
| Version | 0.3-0 |
| URL | https://github.com/justinmshea/ExpectedReturns |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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