Support the analysis of global assets selection and portfolio backtesting, we also enhance the computation of some performance ratios of 'PerformanceAnalytics'.
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Ho Tsung-wu, 9 days ago
Browse source code at
GPL (>= 2)
Imports BurStFin, fAssets, fBasics, iClick, MASS, quantmod, rugarch, tcltk, tcltk2, timeDate, timeSeries, zoo
Depends on fPortfolio, xts
See at CRAN