optimizer-class


Class for storing optimization goals and constraints.


classes

PortfolioEffectHFT

R interface to PortfolioEffect cloud service for backtesting
high frequency trading (HFT) strategies, intraday portfolio analysis
and optimization. Includes auto-calibrating model pipeline for market
microstructure noise, risk factors, price jumps/outliers, tail risk
(high-order moments) and price fractality (long memory). Constructed
portfolios could use client-side market data or access HF intraday price
history for all major US Equities. See <https://www.portfolioeffect.com/>
for more information on the PortfolioEffect high frequency portfolio
analytics platform.

optimizer-class: Class `"optimizer"`

Description

Arguments

Slots

Examples