portfolio - Analysing Equity Portfolios
Classes for analysing and implementing equity portfolios, including routines for generating tradelists and calculating exposures to user-specified risk factors.
Last updated 6 months ago
financeportfolio-constructionrisk-modelling
6.68 score 15 stars 106 scripts 457 downloadsbootES - Bootstrap Confidence Intervals on Effect Sizes
Calculate robust measures of effect sizes using the bootstrap.
Last updated 3 months ago
bootstrapping-statisticseffect-sizesocial-sciencesstatistics
5.53 score 11 stars 62 scripts 1.2k downloadsbacktest - Exploring Portfolio-Based Conjectures About Financial Instruments
The backtest package provides facilities for exploring portfolio-based conjectures about financial instruments (stocks, bonds, swaps, options, et cetera).
Last updated 9 years ago
5.52 score 20 stars 33 scripts 393 downloads