LSPM: The Leverage Space Portfolio Modeler

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The Leverage Space Portfolio Modeler

Author
Soren Macbeth <soren@dopeness.org>, Joshua Ulrich <josh.m.ulrich@gmail.com>, and Ralph Vince <rvince@parametricplanet.com>
Date of publication
2013-05-20 12:23:28
Maintainer
Soren Macbeth <soren@dopeness.org>, Joshua Ulrich <josh.m.ulrich@gmail.com>
License
GPL-3
Version
0.1-3

View on R-Forge

Man pages

GHPR
Geometric Average Holding Period Return
HPR
Holding Period Return
jointProbTable
Joint Probability Table
lsp
Create a Leverage Space Portfolio Object
LSPM-package
Leverage Space Portfolio Modeler
maxDrawdown
Maximum Drawdown
maxProbProfit
Maximize the Probability of Profit
optimalf
Optimal f
port
Sample lsp portfolio data
probProfit
Probability of Profit
riskFunctions
Risk Probability Functions

Files in this package

LSPM/DESCRIPTION
LSPM/NAMESPACE
LSPM/R
LSPM/R/HPR.R
LSPM/R/combinatorics.R
LSPM/R/jointProbTable.R
LSPM/R/lsp.R
LSPM/R/maxDrawdown.R
LSPM/R/maxProbProfit.R
LSPM/R/optimalf.R
LSPM/R/probProfit.R
LSPM/R/riskFunctions.R
LSPM/data
LSPM/data/port.rda
LSPM/man
LSPM/man/GHPR.Rd
LSPM/man/HPR.Rd
LSPM/man/LSPM-package.Rd
LSPM/man/jointProbTable.Rd
LSPM/man/lsp.Rd
LSPM/man/maxDrawdown.Rd
LSPM/man/maxProbProfit.Rd
LSPM/man/optimalf.Rd
LSPM/man/port.Rd
LSPM/man/probProfit.Rd
LSPM/man/riskFunctions.Rd
LSPM/src
LSPM/src/hpr.c
LSPM/src/lspm.h
LSPM/src/nPri.c
LSPM/src/objectiveFunction.c
LSPM/src/probProfit.c
LSPM/src/riskFunctions.c