xtsanalytics: xtsanalytics: Portfolio analysis using optimization and...
In jeanmarcgp/xtsanalytics: A library of functions to do advanced analytics of time series data (xts matrices).
Description
Functions in xtsanalytics
Description
The xtsanalytics package provides a set of functions to analyze xts
time series more effectively for investment purposes. It leverages
several other packages including quantmod, PortfolioAnalytics,
PerformanceAnalytics and some machine learning packages including
h2o and xgboost. The package is useful for developing portfolio
optimization strategies and predictive models using machine learning.
Functions in xtsanalytics
Click on the Index below to see the list of available functions.
jeanmarcgp/xtsanalytics documentation built on May 19, 2019, 12:38 a.m.
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Description Functions in xtsanalytics
Description
The xtsanalytics package provides a set of functions to analyze xts time series more effectively for investment purposes. It leverages several other packages including quantmod, PortfolioAnalytics, PerformanceAnalytics and some machine learning packages including h2o and xgboost. The package is useful for developing portfolio optimization strategies and predictive models using machine learning.
Functions in xtsanalytics
Click on the Index below to see the list of available functions.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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