Collection of econometric functions for performance and risk analysis. In addition to standard risk and performance metrics, this package aims to aid practitioners and researchers in utilizing the latest research in analysis of non-normal return streams. In general, it is most tested on return (rather than price) data on a regular scale, but most functions will work with irregular return data as well, and increasing numbers of functions will work with P&L or price data where possible.
Latest Versions
63 versions โ| Version | Vulnerabilities | Usages | Date | |
|---|---|---|---|---|
1.5.x | 1.5.3-b1 |
0
| Feb 16, 2021 | |
| 1.5.2-b5 |
6
| Feb 16, 2021 | ||
| 1.5.2-b4 |
5
| Feb 16, 2021 | ||
1.4.x | 1.4.3541-b262 |
4
| Feb 16, 2021 | |
| 1.4.3541-b261 |
2
| Feb 16, 2021 | ||
| 1.4.3541-b260 |
2
| Feb 16, 2021 | ||
1.1.x | 1.1.0-b3 |
0
| Jan 20, 2018 | |
| 1.1.0-b2 |
0
| Jan 20, 2018 |
