portfolioPlot-class

+,portfolioPlot,portfolioPlot-method

plot,portfolioPlot,missing-method

show,portfolioPlot-method


Class for storing chart settings for portfolio metrics.


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.

Andrey Kostin

High Frequency Portfolio Analytics by PortfolioEffect

portfolioPlot-class function

Objects can be created by calls of the form <code>new("portfolioPlot", ...)</code>. 

Objects from the Class

Slots

Methods

Class <code>"portfolioPlot"</code>

portfolioPlot-class: Class `"portfolioPlot"`

Description

Arguments

Objects from the Class

Slots

Methods

Examples