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.
|Author||Thomas Philips, Chindhanai Uthaisaad|
|Maintainer||Chindhanai Uthaisaad <[email protected]>|
|Package repository||View on GitHub|
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