chindhanai/GSoC2017: Advancing factorAnalytics
This package will provide a quantitative guideline to assess the performance of the active managers. We utilize the cumulative sum of the estimated (monthly) information ratio as the backbone of this analysis. Graphic displays are also implemented to visualize the results.
Getting started
Browse package contents
Package details |
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| Author | Thomas Philips, Chindhanai Uthaisaad |
| Maintainer | Chindhanai Uthaisaad <chindhanaipom@gmail.com> |
| License | GPL-2 |
| Version | 1.0.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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