dgerlanc/portfolioSim
Classes that serve as a framework for designing equity portfolio simulations.
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Classes that serve as a framework for designing equity portfolio simulations.
Classes for analysing and implementing equity portfolios in R.
The backtest package provides facilities for exploring portfolio-based conjectures about financial instruments (stocks, bonds, swaps, options, et cetera).
Calculating robust effect sizes using bootstrap (resampling) technique in R.