Peter Carl

Peter Carl

3 packages on CRAN

1 packages on GitHub

97th

Percentile

Collection of econometric functions for performance and risk analysis. In addition to standard risk and performance metrics, this package aims to aid practitioners and researchers in utilizing the latest research in analysis of non-normal return streams. In general, it is most tested on return (rather than price) data on a regular scale, but most functions will work with irregular return data as well, and increasing numbers of functions will work with P&L or price data where possible.

89th

Percentile

Portfolio optimization and analysis routines and graphics.

85th

Percentile

Infrastructure for defining meta-data and relationships for financial instruments.

quantstrat

github
15th

Percentile

Specify, build, and back-test quantitative financial trading and portfolio strategies.