portfolio-class

plot,portfolio,missing-method

position_add,portfolio,character,ANY,ANY,matrix-method

position_add,portfolio,character,ANY,ANY,missing-method

position_add,portfolio,character,ANY,missing,matrix-method

position_add,portfolio,character,ANY,missing,missing-method

portfolio_create,portfolio,missing,missing,missing-method

show,portfolio-method


Container class for storing portfolio parameters


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.

portfolio-class: Class `"portfolio"`

Description

Arguments

Slots

Methods

Examples