ati-package | ati: Algorithmic Trading and Investment |
estRMT | Denoising and detoning of Covariance matrix using Random... |
fdr_calc | False discovery rate |
ftse30_returns_mthly | Data of monthly returns of Top 30 stocks in the FTSE 100 as... |
getDistExpectedMaxSR | Maximum Sharpe Ratio Monte Carlo Simulator |
getExpectedMaxSR | Expected Maximum Sharpe Ratio |
getRndCoV | Random Matrix with Signal Function to create a random matrix... |
mp_pdf | Marcenko Pastur pdf function |
numBins | Discretisation of a continuous variable |
plot.RMT | Eigenvalue plot |
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