Reference manual

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install.packages("PortfolioEffectHFT")

1.8 by Andrey Kostin, 6 years ago


https://www.portfolioeffect.com/


Browse source code at https://github.com/cran/PortfolioEffectHFT


Authors: Andrey Kostin [aut, cre] , Aleksey Zemnitskiy [aut] , Oleg Nechaev [aut] , Craig Otis and others [ctb, cph] (OpenFAST library) , Daniel Lemire , Muraoka Taro and others [ctb, cph] (JavaFastPFOR library) , Joe Walnes , Jorg Schaible and others [ctb, cph] (XStream library) , Dain Sundstrom [ctb, cph] (Snappy library) , Extreme! Lab , Indiana University [ctb, cph] (XPP3 library) , The Apache Software Foundation [ctb, cph] (Apache Log4j and Commons Lang libraries) , Google , Inc. [ctb, cph] (GSON library) , Free Software Foundation [ctb, cph] (GNU Trove and GNU Crypto libraries)


Documentation:   PDF Manual  


GPL-3 license


Imports methods, rJava, grid, zoo

Depends on ggplot2

Suggests testthat

System requirements: Java (>= 1.7)


Depended on by PortfolioEffectEstim.


See at CRAN