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| Name | Last modified | Size | Description |
|---|---|---|---|---|
| Parent Directory | - | ||
| ActivePremium.R | 2009-10-22 13:44 | 443 | |
| BetaCoMoments.R | 2009-10-22 13:44 | 669 | |
| CAPM.alpha.R | 2009-10-22 13:44 | 682 | |
| CAPM.beta.R | 2009-10-22 13:44 | 1.3K | |
| CAPM.utils.R | 2009-10-22 13:44 | 623 | |
| CalmarRatio.R | 2009-10-22 13:44 | 362 | |
| CoMoments.R | 2009-10-22 13:44 | 473 | |
| DownsideDeviation.R | 2009-10-22 13:44 | 549 | |
| ES.R | 2009-10-22 13:44 | 847 | |
| InformationRatio.R | 2009-10-22 13:44 | 391 | |
| KellyRatio.R | 2009-10-22 13:44 | 402 | |
| MultivariateRisk.MM.R | 2008-09-30 10:00 | 811 | |
| Omega.R | 2009-10-22 13:44 | 291 | |
| Return.Geltner.R | 2009-10-22 13:44 | 243 | |
| Return.annualized.R | 2009-10-22 13:44 | 376 | |
| Return.calculate.R | 2009-10-22 13:44 | 514 | |
| Return.clean.R | 2009-10-22 13:44 | 364 | |
| Return.cumulative.R | 2009-10-22 13:44 | 336 | |
| Return.excess.R | 2009-10-22 13:44 | 483 | |
| Return.portfolio.R | 2009-10-22 13:44 | 472 | |
| Return.read.R | 2009-10-22 13:44 | 272 | |
| Return.relative.R | 2009-10-22 13:44 | 241 | |
| SharpeRatio.R | 2009-10-22 13:44 | 375 | |
| SharpeRatio.annualized.R | 2009-10-22 13:44 | 548 | |
| SharpeRatio.modified.R | 2009-10-22 13:44 | 463 | |
| SmoothingIndex.R | 2009-10-22 13:44 | 302 | |
| SortinoRatio.R | 2009-10-22 13:44 | 262 | |
| StdDev.annualized.R | 2009-10-22 13:44 | 383 | |
| Style.R | 2009-10-22 13:44 | 594 | |
| TrackingError.R | 2009-10-22 13:44 | 382 | |
| TreynorRatio.R | 2009-10-22 13:44 | 682 | |
| UpDownRatios.R | 2009-10-22 13:44 | 647 | |
| UpsidePotentialRatio.R | 2009-10-22 13:44 | 348 | |
| VaR.Beyond.R | 2008-09-30 10:00 | 384 | |
| VaR.CornishFisher.R | 2008-09-30 10:00 | 573 | |
| VaR.Marginal.R | 2008-09-30 10:00 | 395 | |
| VaR.R | 2009-10-22 13:44 | 767 | |
| apply.fromstart.R | 2009-10-22 13:44 | 317 | |
| apply.rolling.R | 2009-10-22 13:44 | 253 | |
| centeredmoments.R | 2009-10-22 13:44 | 256 | |
| chart.ACF.R | 2009-10-22 13:44 | 243 | |
| chart.Bar.R | 2009-10-22 13:44 | 235 | |
| chart.BarVaR.R | 2009-10-22 13:44 | 1.4K | |
| chart.Boxplot.R | 2009-10-22 13:44 | 233 | |
| chart.CaptureRatios.R | 2009-10-22 13:44 | 279 | |
| chart.CumReturns.R | 2009-10-22 13:44 | 377 | |
| chart.Drawdown.R | 2009-10-22 13:44 | 257 | |
| chart.ECDF.R | 2009-10-22 13:44 | 223 | |
| chart.Events.R | 2009-10-22 13:44 | 476 | |
| chart.Histogram.R | 2009-10-22 13:44 | 1.3K | |
| chart.QQPlot.R | 2009-10-22 13:44 | 1.2K | |
| chart.Regression.R | 2009-10-22 13:44 | 432 | |
| chart.RelativePerformance.R | 2009-10-22 13:44 | 401 | |
| chart.RiskReturnScatter.R | 2009-10-22 13:44 | 354 | |
| chart.RollingCorrelation.R | 2009-10-22 13:44 | 422 | |
| chart.RollingMean.R | 2009-10-22 13:44 | 233 | |
| chart.RollingPerformance.R | 2009-10-22 13:44 | 642 | |
| chart.RollingRegression.R | 2009-10-22 13:44 | 561 | |
| chart.Scatter.R | 2009-10-22 13:44 | 238 | |
| chart.SnailTrail.R | 2009-10-22 13:44 | 382 | |
| chart.StackedBar.R | 2009-10-22 13:44 | 516 | |
| chart.TimeSeries.R | 2009-10-22 13:45 | 1.3K | |
| chart.VaRSensitivity.R | 2009-10-22 13:45 | 334 | |
| charts.PerformanceSummary.R | 2009-10-22 13:45 | 293 | |
| charts.RollingPerformance.R | 2009-10-22 13:45 | 354 | |
| checkData.R | 2009-10-22 13:45 | 603 | |
| download.RiskFree.R | 2008-09-30 10:00 | 319 | |
| download.SP500PriceReturns.R | 2008-09-30 10:00 | 311 | |
| edhec.R | 2009-10-22 13:45 | 267 | |
| findDrawdowns.R | 2009-10-22 13:45 | 330 | |
| kurtosis.R | 2009-10-22 13:45 | 253 | |
| managers.R | 2009-10-22 13:45 | 301 | |
| maxDrawdown.R | 2009-10-22 13:45 | 264 | |
| mean.utils.R | 2009-10-22 13:45 | 455 | |
| rollingStat.R | 2008-09-30 10:00 | 576 | |
| skewness.R | 2009-10-22 13:45 | 246 | |
| sortDrawdowns.R | 2009-10-22 13:45 | 307 | |
| table.AnnualizedReturns.R | 2009-10-22 13:45 | 266 | |
| table.Arbitrary.R | 2009-10-22 13:45 | 341 | |
| table.Autocorrelation.R | 2009-10-22 13:45 | 288 | |
| table.CAPM.R | 2009-10-22 13:45 | 295 | |
| table.CalendarReturns.R | 2009-10-22 13:45 | 264 | |
| table.CaptureRatios.R | 2009-10-22 13:45 | 376 | |
| table.Correlation.R | 2009-10-22 13:45 | 416 | |
| table.DownsideRisk.R | 2009-10-22 13:45 | 265 | |
| table.Drawdowns.R | 2009-10-22 13:45 | 337 | |
| table.HigherMoments.R | 2009-10-22 13:45 | 274 | |
| table.MonthlyReturns.R | 2009-10-22 13:45 | 256 | |
| table.RollingPeriods.R | 2009-10-22 13:45 | 405 | |
| textplot.R | 2009-10-22 13:45 | 2.0K | |
| weights.R | 2009-10-22 13:45 | 177 | |