PortfolioEffectHFT v1.8

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Functions in PortfolioEffectHFT

Name Description
beta Beta
hurst_exponent Hurst Exponent
information_ratio Information Ratio
expected_return Expected Return
expected_shortfall Expected Shortfall
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Vignettes of PortfolioEffectHFT

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PortfolioEffectHFT.Rnw
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