Man pages for barryquinn1/ati
Algorithmic Trading and Investment

ati-packageati: Algorithmic Trading and Investment
estRMTDenoising and detoning of Covariance matrix using Random...
fdr_calcFalse discovery rate
ftse30_returns_mthlyData of monthly returns of Top 30 stocks in the FTSE 100 as...
getDistExpectedMaxSRMaximum Sharpe Ratio Monte Carlo Simulator
getExpectedMaxSRExpected Maximum Sharpe Ratio
getRndCoVRandom Matrix with Signal Function to create a random matrix...
mp_pdfMarcenko Pastur pdf function
numBinsDiscretisation of a continuous variable
plot.RMTEigenvalue plot
barryquinn1/ati documentation built on May 9, 2021, 2:53 p.m.