PerformanceAnalytics

A Heartfelt Thank You and the Resulting GSoC Project

February 21, 2012 | Peter Carl

PerformanceAnalytics has long enjoyed contributions from users who would like to see specific functionality included. Diethelm Wuertz at ETHZ, who is the author and sponsor of all the various R/Metrics packages is one of those contributors. I first met Diethelm when he hosted a conference on high-frequency data in ... [Read more...]

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