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

Package details

AuthorThomas Philips, Chindhanai Uthaisaad
MaintainerChindhanai Uthaisaad <[email protected]>
LicenseGPL-2
Version1.0.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("chindhanai/GSoC2017")
chindhanai/GSoC2017 documentation built on Aug. 5, 2017, 1:34 a.m.