![[ICO]](/icons/blank.gif) | Name | Last modified | Size | Description |
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![[PARENTDIR]](/icons/back.gif) | Parent Directory | | - | |
![[TXT]](/icons/text.gif) | ActivePremium.tex | 2009-10-22 13:44 | 1.5K | |
![[TXT]](/icons/text.gif) | BetaCoMoments.tex | 2009-10-22 13:44 | 5.2K | |
![[TXT]](/icons/text.gif) | CAPM.alpha.tex | 2009-10-22 13:44 | 1.9K | |
![[TXT]](/icons/text.gif) | CAPM.beta.tex | 2009-10-22 13:44 | 4.0K | |
![[TXT]](/icons/text.gif) | CAPM.utils.tex | 2009-10-22 13:44 | 4.5K | |
![[TXT]](/icons/text.gif) | CalmarRatio.tex | 2009-10-22 13:44 | 2.6K | |
![[TXT]](/icons/text.gif) | CoMoments.tex | 2009-10-22 13:44 | 3.5K | |
![[TXT]](/icons/text.gif) | DownsideDeviation.tex | 2009-10-22 13:44 | 4.4K | |
![[TXT]](/icons/text.gif) | ES.tex | 2009-10-22 13:44 | 12K | |
![[TXT]](/icons/text.gif) | InformationRatio.tex | 2009-10-22 13:44 | 1.8K | |
![[TXT]](/icons/text.gif) | KellyRatio.tex | 2009-10-22 13:44 | 2.1K | |
![[TXT]](/icons/text.gif) | MultivariateMoments.tex | 2008-09-30 10:00 | 3.1K | |
![[TXT]](/icons/text.gif) | MultivariateRisk.MM.tex | 2008-09-30 10:00 | 4.1K | |
![[TXT]](/icons/text.gif) | Omega.tex | 2009-10-22 13:44 | 3.6K | |
![[TXT]](/icons/text.gif) | PerformanceAnalytics-internal.tex | 2009-10-22 13:44 | 7.4K | |
![[TXT]](/icons/text.gif) | PerformanceAnalytics-package.tex | 2009-10-22 13:44 | 49K | |
![[TXT]](/icons/text.gif) | Return.Geltner.tex | 2009-10-22 13:44 | 2.1K | |
![[TXT]](/icons/text.gif) | Return.annualized.tex | 2009-10-22 13:44 | 1.9K | |
![[TXT]](/icons/text.gif) | Return.calculate.tex | 2009-10-22 13:44 | 2.8K | |
![[TXT]](/icons/text.gif) | Return.clean.tex | 2009-10-22 13:44 | 2.4K | |
![[TXT]](/icons/text.gif) | Return.cumulative.tex | 2009-10-22 13:44 | 1.5K | |
![[TXT]](/icons/text.gif) | Return.excess.tex | 2009-10-22 13:44 | 2.0K | |
![[TXT]](/icons/text.gif) | Return.portfolio.tex | 2009-10-22 13:44 | 2.3K | |
![[TXT]](/icons/text.gif) | Return.read.tex | 2009-10-22 13:44 | 2.8K | |
![[TXT]](/icons/text.gif) | Return.relative.tex | 2009-10-22 13:44 | 965 | |
![[TXT]](/icons/text.gif) | SharpeRatio.annualized.tex | 2009-10-22 13:44 | 2.5K | |
![[TXT]](/icons/text.gif) | SharpeRatio.modified.tex | 2009-10-22 13:44 | 2.4K | |
![[TXT]](/icons/text.gif) | SharpeRatio.tex | 2009-10-22 13:44 | 1.8K | |
![[TXT]](/icons/text.gif) | SmoothingIndex.tex | 2009-10-22 13:44 | 5.2K | |
![[TXT]](/icons/text.gif) | SortinoRatio.tex | 2009-10-22 13:44 | 2.5K | |
![[TXT]](/icons/text.gif) | StdDev.annualized.tex | 2009-10-22 13:44 | 2.6K | |
![[TXT]](/icons/text.gif) | Style.tex | 2009-10-22 13:44 | 7.8K | |
![[TXT]](/icons/text.gif) | TrackingError.tex | 2009-10-22 13:44 | 1.7K | |
![[TXT]](/icons/text.gif) | TreynorRatio.tex | 2009-10-22 13:44 | 1.9K | |
![[TXT]](/icons/text.gif) | UpDownRatios.tex | 2009-10-22 13:44 | 2.5K | |
![[TXT]](/icons/text.gif) | UpsidePotentialRatio.tex | 2009-10-22 13:44 | 4.0K | |
![[TXT]](/icons/text.gif) | VaR.Beyond.tex | 2008-09-30 10:00 | 2.2K | |
![[TXT]](/icons/text.gif) | VaR.CornishFisher.tex | 2008-09-30 10:00 | 7.7K | |
![[TXT]](/icons/text.gif) | VaR.Marginal.tex | 2008-09-30 10:00 | 2.0K | |
![[TXT]](/icons/text.gif) | VaR.tex | 2009-10-22 13:44 | 16K | |
![[TXT]](/icons/text.gif) | apply.fromstart.tex | 2009-10-22 13:44 | 1.4K | |
![[TXT]](/icons/text.gif) | apply.rolling.tex | 2009-10-22 13:44 | 1.7K | |
![[TXT]](/icons/text.gif) | centeredmoments.tex | 2009-10-22 13:44 | 2.8K | |
![[TXT]](/icons/text.gif) | chart.ACF.tex | 2009-10-22 13:44 | 1.9K | |
![[TXT]](/icons/text.gif) | chart.Bar.tex | 2009-10-22 13:44 | 1.6K | |
![[TXT]](/icons/text.gif) | chart.BarVaR.tex | 2009-10-22 13:44 | 5.0K | |
![[TXT]](/icons/text.gif) | chart.Boxplot.tex | 2009-10-22 13:44 | 3.1K | |
![[TXT]](/icons/text.gif) | chart.CaptureRatios.tex | 2009-10-22 13:44 | 3.4K | |
![[TXT]](/icons/text.gif) | chart.Correlation.color.tex | 2008-09-30 10:00 | 1.6K | |
![[TXT]](/icons/text.gif) | chart.Correlation.tex | 2009-10-22 13:44 | 1.1K | |
![[TXT]](/icons/text.gif) | chart.CumReturns.tex | 2009-10-22 13:44 | 2.1K | |
![[TXT]](/icons/text.gif) | chart.Drawdown.tex | 2009-10-22 13:44 | 1.8K | |
![[TXT]](/icons/text.gif) | chart.ECDF.tex | 2009-10-22 13:44 | 2.6K | |
![[TXT]](/icons/text.gif) | chart.Events.tex | 2009-10-22 13:44 | 2.7K | |
![[TXT]](/icons/text.gif) | chart.Histogram.tex | 2009-10-22 13:44 | 6.6K | |
![[TXT]](/icons/text.gif) | chart.QQPlot.tex | 2009-10-22 13:44 | 5.0K | |
![[TXT]](/icons/text.gif) | chart.Regression.tex | 2009-10-22 13:44 | 3.7K | |
![[TXT]](/icons/text.gif) | chart.RelativePerformance.tex | 2009-10-22 13:44 | 2.8K | |
![[TXT]](/icons/text.gif) | chart.RiskReturnScatter.tex | 2009-10-22 13:44 | 4.2K | |
![[TXT]](/icons/text.gif) | chart.RollingCorrelation.tex | 2009-10-22 13:44 | 1.8K | |
![[TXT]](/icons/text.gif) | chart.RollingMean.tex | 2009-10-22 13:44 | 1.5K | |
![[TXT]](/icons/text.gif) | chart.RollingPerformance.tex | 2009-10-22 13:44 | 6.0K | |
![[TXT]](/icons/text.gif) | chart.RollingRegression.tex | 2009-10-22 13:44 | 3.4K | |
![[TXT]](/icons/text.gif) | chart.Scatter.tex | 2009-10-22 13:44 | 2.7K | |
![[TXT]](/icons/text.gif) | chart.SnailTrail.tex | 2009-10-22 13:44 | 4.1K | |
![[TXT]](/icons/text.gif) | chart.StackedBar.tex | 2009-10-22 13:44 | 5.8K | |
![[TXT]](/icons/text.gif) | chart.TimeSeries.tex | 2009-10-22 13:45 | 6.5K | |
![[TXT]](/icons/text.gif) | chart.VaRSensitivity.tex | 2009-10-22 13:45 | 3.2K | |
![[TXT]](/icons/text.gif) | charts.PerformanceSummary.tex | 2009-10-22 13:45 | 3.1K | |
![[TXT]](/icons/text.gif) | charts.RollingPerformance.tex | 2009-10-22 13:45 | 1.8K | |
![[TXT]](/icons/text.gif) | checkData.tex | 2009-10-22 13:45 | 1.9K | |
![[TXT]](/icons/text.gif) | clean.boudt.tex | 2009-10-22 13:45 | 5.9K | |
![[TXT]](/icons/text.gif) | cum.utils.tex | 2008-09-30 10:00 | 1.5K | |
![[TXT]](/icons/text.gif) | download.RiskFree.tex | 2008-09-30 10:00 | 1.6K | |
![[TXT]](/icons/text.gif) | download.SP500PriceReturns.tex | 2008-09-30 10:00 | 1.7K | |
![[TXT]](/icons/text.gif) | edhec.tex | 2009-10-22 13:45 | 2.4K | |
![[TXT]](/icons/text.gif) | findDrawdowns.tex | 2009-10-22 13:45 | 1.9K | |
![[TXT]](/icons/text.gif) | kurtosis.tex | 2009-10-22 13:45 | 1.9K | |
![[TXT]](/icons/text.gif) | managers.tex | 2009-10-22 13:45 | 1.3K | |
![[TXT]](/icons/text.gif) | maxDrawdown.tex | 2009-10-22 13:45 | 1.5K | |
![[TXT]](/icons/text.gif) | mean.utils.tex | 2009-10-22 13:45 | 1.8K | |
![[TXT]](/icons/text.gif) | rollingRegression.tex | 2008-09-30 10:00 | 1.2K | |
![[TXT]](/icons/text.gif) | rollingStat.tex | 2008-09-30 10:00 | 1.6K | |
![[TXT]](/icons/text.gif) | skewness.tex | 2009-10-22 13:45 | 1.7K | |
![[TXT]](/icons/text.gif) | sortDrawdowns.tex | 2009-10-22 13:45 | 1.6K | |
![[TXT]](/icons/text.gif) | table.AnnualizedReturns.tex | 2009-10-22 13:45 | 1.5K | |
![[TXT]](/icons/text.gif) | table.Arbitrary.tex | 2009-10-22 13:45 | 4.6K | |
![[TXT]](/icons/text.gif) | table.Autocorrelation.tex | 2009-10-22 13:45 | 1.7K | |
![[TXT]](/icons/text.gif) | table.CAPM.tex | 2009-10-22 13:45 | 1.7K | |
![[TXT]](/icons/text.gif) | table.CalendarReturns.tex | 2009-10-22 13:45 | 1.9K | |
![[TXT]](/icons/text.gif) | table.CaptureRatios.tex | 2009-10-22 13:45 | 1.7K | |
![[TXT]](/icons/text.gif) | table.Correlation.tex | 2009-10-22 13:45 | 1.3K | |
![[TXT]](/icons/text.gif) | table.DownsideRisk.tex | 2009-10-22 13:45 | 1.6K | |
![[TXT]](/icons/text.gif) | table.Drawdowns.tex | 2009-10-22 13:45 | 1.5K | |
![[TXT]](/icons/text.gif) | table.HigherMoments.tex | 2009-10-22 13:45 | 1.9K | |
![[TXT]](/icons/text.gif) | table.MonthlyReturns.tex | 2009-10-22 13:45 | 1.4K | |
![[TXT]](/icons/text.gif) | table.RollingPeriods.tex | 2009-10-22 13:45 | 2.1K | |
![[TXT]](/icons/text.gif) | textplot.tex | 2009-10-22 13:45 | 7.1K | |
![[TXT]](/icons/text.gif) | weights.tex | 2009-10-22 13:45 | 760 | |
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