API for erolbicero/propfolio
Propfolio Management
| Global functions | |
|---|---|
| COVtoCOR | Man page |
| createOptimalStatisticTimeSeries | Man page |
| createRealizedPortfolioTimeSeries | Man page |
| dominantEigenvectors | Man page |
| eigenDimensionReduction | Man page |
| estimateCovarianceMatrix | Man page |
| evaluateNormalDistributions | Man page |
| evaluateSkewStudentTDistributions | Man page |
| evaluateStudentTDistributions | Man page |
| fitCopula | Man page |
| fitMarginalResidual | Man page |
| fitMarginalSignal | Man page |
| fitNormalDistributions | Man page |
| fitSkewStudentTDistributions | Man page |
| fitStudentTDistributions | Man page |
| horizonPnLs | Man page |
| horizonPrices | Man page |
| optimizeMeanVariancePortfolio | Man page |
| plotDistributionFitStudentT | Man page |
| plotOptimalStatistic | Man page |
| plotRiskReturnScatter | Man page |
| plotTimeSeriesObject | Man page |
| simulateDataToHorizon | Man page |
| simulateDataToHorizon3 | Man page |
| tsEigenProduct | Man page |
