0a6f5ee715f197a43df40010f43cecb9 *DESCRIPTION
70f323fc2e4f648cdd2afefa3c8bc3ba *NAMESPACE
fa5d7a543d0178f86406fb4754b3eaf5 *NEWS
d84c684cbe093070e6aceb56e72eb4d8 *R/message.R
7331c1f7c12cd638dd94483e29701914 *R/onLoad.R
e23c27234ec3d042eea409149a03187b *R/optimization.R
c4e5beb182ea4ca53a9ee2b52289da05 *R/plot.R
fd1390a31767ea17c7a0baad8280660b *R/portfolio.R
887ffb95fec7348839d3fd2a98687f20 *R/util.R
cbbf5c10abfb6146f749c1fef8359e2e *build/vignette.rds
7d4e0cd3a892571d3590a42c3f6a2e8d *data/aapl.data.RData
ed50048f9a46909a3d41cf7c6e43c652 *data/goog.data.RData
30dde15f5d02d46c409f4ae52e80c3a0 *data/spy.data.RData
2bd699e386ad62569c0216b93568d84f *demo/00Index
5804d19029a5c1893c7451ada0295c3b *demo/alpha_decay_demo.R
85524dca288a05ba7698e4860452bc87 *demo/efficient_frontier_demo.R
4dc374efc5afc6643e91704fbaf5f8f6 *demo/holding_period_risks_demo.R
3d3005c5fc7da2c9819015ef84694ba7 *demo/lf_hf_strategy_demo.R
701e7d449a944cc8ac889997bed27fd1 *demo/portfolio_metrics_demo.R
854ef157720e6972e9f1fc5aebaae922 *demo/portfolio_optimization_demo.R
0cb0b689da5504c64fea3532757fda1e *demo/txnCosts_demo.R
9377f393155e34bf181388dae4dc4798 *inst/COPYRIGHTS
bea763a9108b85e83bef5535e83b4a3e *inst/doc/PortfolioEffectHFT.Rnw
64ec8f5d1a974b1575f653788f03ad20 *inst/doc/PortfolioEffectHFT.pdf
e307a07b1b9cbc468fc6295bbbfc8b87 *inst/java/JavaFastPFOR-0.1.1.jar
237a8e845441bad2e535c57d985c8204 *inst/java/commons-lang-2.4.jar
55da79366109f6d210cb8e3f3a5a220a *inst/java/gnu-crypto-2.0.1.jar
2f54fc24807a4cad7297012dd8cebf3d *inst/java/gson-2.2.4.jar
363678f015902bcc040308136f845a3f *inst/java/log4j-1.2.16.jar
6110a6fa799c7d263a21ab583a2a3ab4 *inst/java/openfast-1.2.0.jar
3d8e9906663d1f5f0ccb68525bdec49b *inst/java/portfolioeffect-quant-client-1.0.jar
ea29652508de18c710048079c91ff85f *inst/java/snappy-0.3.jar
8fc4d4e0129244f9fd39650c5f30feb2 *inst/java/trove4j-3.0.3.jar
dcd95bcb84b09897b2b66d4684c040da *inst/java/xpp3_min-1.1.4c.jar
db1dc452e77d30ce14acca6bac8c66bc *inst/java/xstream-1.3.jar
89ab6c42a0648801ac699e1dfb96bac0 *java/README
bb6c3f9160a75bd885ba398846d2e041 *man/aapl.data.Rd
6d28bd3774222f581d0d804c28431587 *man/optimization_constraint_CVaR.Rd
4387c33b747ac816b4bdb67eb77b9605 *man/optimization_constraint_VaR.Rd
a16c76d2958be17762dbe66bd529631c *man/optimization_constraint_allWeights.Rd
4f515c53e0c7ee7c0b32eaccdbf00ae9 *man/optimization_constraint_beta.Rd
bec0caeb7d515ff41d291d3b19d290ae *man/optimization_constraint_expectedReturn.Rd
555e4b7607db67d7eb7fa7ce3262b64d *man/optimization_constraint_modifiedSharpeRatio.Rd
8412c81ab677dc83bfdacb4ecda80038 *man/optimization_constraint_portfolioValue.Rd
64c348a5dce36d9c1c5ec78c157434e8 *man/optimization_constraint_return.Rd
af949035834959350abc07282ecc72ff *man/optimization_constraint_sharpeRatio.Rd
f689b81e73febcc5610639dba8a01788 *man/optimization_constraint_starrRatio.Rd
ea79c6cf167819e827b834eb45000cb5 *man/optimization_constraint_sumOfAbsWeights.Rd
564855a4739f13c1112a1a013f5e81b1 *man/optimization_constraint_variance.Rd
43fedd9b122b9353fb737d82aee53d47 *man/optimization_constraint_weight.Rd
d8f7d13f8dc0c87af2f81dfb1521768e *man/optimization_forecast.Rd
a5c3599cc34abb431d85115b39791abf *man/optimization_goal.Rd
569a14800eb9f139ca7fe2e0c28f5492 *man/optimization_info.Rd
057fb2c4134c5a222c99dd5938e4f7cc *man/optimization_run.Rd
a675f623b2b1ae72802eea038f0c0d0a *man/optimizer-class.Rd
e3d7640556920eff8c6b673649687b9d *man/portfolio-class.Rd
31c7efc83b2ffd6d64496bc417e5478a *man/portfolioPlot-class.Rd
e537de15b48e128095022f16eca228e9 *man/portfolio_CVaR.Rd
604bae0a966bbad116d33c34d45a6864 *man/portfolio_VaR.Rd
957936f8442f8c63a22d42c1cbff4f16 *man/portfolio_addPosition.Rd
f0c794a5a8067660594ab8e2f9d0e51d *man/portfolio_alpha.Rd
c92a6a957a445161cff8a0a9b5dbaba6 *man/portfolio_availableSymbols.Rd
95b49696a42f7b90387c018c481cc13f *man/portfolio_beta.Rd
5d1e958aec027905f4364abee2416ab0 *man/portfolio_calmarRatio.Rd
b9c87d3f230ba3668165aefd15ac5fb7 *man/portfolio_create.Rd
ba6a7d00cc27120b3c940788a6746693 *man/portfolio_cumulant.Rd
0ad8e65f1147c0c08d1f168bef771b54 *man/portfolio_downCaptureRatio.Rd
03542d29a3a35fd92a1cee04c068071d *man/portfolio_downNumberRatio.Rd
8ac26949125db59dae9b65e13c4b2ce8 *man/portfolio_downPercentageRatio.Rd
1b2b8492bf872ce8e059c159d3030159 *man/portfolio_downsideVariance.Rd
3065a9c568b87b5596d27195db610586 *man/portfolio_endBatch.Rd
e8f6f9a46328e44dc6b69b7af5c11b5a *man/portfolio_expectedDownsideReturn.Rd
933515c605bf43de78e69612a569b497 *man/portfolio_expectedReturn.Rd
acd6ebf3eb0a992400c2e91366f54aca *man/portfolio_expectedUpsideReturn.Rd
d1624193546bd25a2b96fe9368e2d0fb *man/portfolio_fractalDimension.Rd
4248be45214573dec66b8e5f936dd7bd *man/portfolio_gainLossVarianceRatio.Rd
c47705e76e134abdda9c8d64b847700f *man/portfolio_gainVariance.Rd
d4a40323fa55eef33575ab48f8f7d954 *man/portfolio_getSettings.Rd
5daa09bea04f6abe938ee2423db394a5 *man/portfolio_hurstExponent.Rd
d488b174fc0461ad264265ea70e84a9c *man/portfolio_informationRatio.Rd
81c8ddf7a3499af9b8105d44af189b45 *man/portfolio_jensensAlpha.Rd
56d9a9d18dfeb0a056a8868c35afcaa3 *man/portfolio_kurtosis.Rd
e5a6139cbf99739d8a6ee6865d63c8f2 *man/portfolio_lossVariance.Rd
bd6b15fabbe0f2185e9c2577b138dc73 *man/portfolio_maxDrawdown.Rd
8bea0644a35d31f7ecc2104fd511836a *man/portfolio_modifiedSharpeRatio.Rd
5f98f3f4a7e18195037a0d91efdf5d8d *man/portfolio_moment.Rd
d48a7d577b32e89b41a02df11d471246 *man/portfolio_omegaRatio.Rd
8c0e766594e596b1b0f28a3a1734a0db *man/portfolio_pdf.Rd
dae9e905511fb943a4b874f302a5415b *man/portfolio_profit.Rd
ac3c13f1708eedb58aeed3bf9787af7c *man/portfolio_rachevRatio.Rd
2d31e852a6d4ad2cbf1e1a57688febb6 *man/portfolio_removePosition.Rd
eeed30361ccb56ec85209ac0eef1ed31 *man/portfolio_return.Rd
91160a6efd57ba87f2a695ae8fff0658 *man/portfolio_settings.Rd
0a00f991f9b352244468350edefd47fa *man/portfolio_sharpeRatio.Rd
a6c6469f7403c0cb6b1c6da554666a70 *man/portfolio_skewness.Rd
4b68bc4cc6b505a502bac188f5b2f4de *man/portfolio_sortinoRatio.Rd
4055b753ce5730e3199c841859735863 *man/portfolio_starrRatio.Rd
4bee05c2d4b9ba52f93269534cefe6a3 *man/portfolio_startBatch.Rd
4242b70289f48a4aeb97f4ed6d328365 *man/portfolio_symbols.Rd
3fe01fd868f66ae1a58018f01a4b7b08 *man/portfolio_treynorRatio.Rd
2ea9362bf6544ffea190fff6c5737e26 *man/portfolio_txnCosts.Rd
d2747c47839dee07fd7a5bb2284afcb8 *man/portfolio_upCaptureRatio.Rd
a775ddda0525a9ee058fa058d4d9a1aa *man/portfolio_upNumberRatio.Rd
f8a10c4ed6c5d31de8c7d07344dc26cb *man/portfolio_upPercentageRatio.Rd
0a22a44f244947a8c966c92277b5942d *man/portfolio_upsideDownsideVarianceRatio.Rd
59f64617b507b446dcec90adfe5e8052 *man/portfolio_upsideVariance.Rd
9db2bf025bc31cd3b0df3d0fee29c668 *man/portfolio_value.Rd
5b0d4cc55a9efdac0820de402e62a356 *man/portfolio_variance.Rd
a7ea623f5604a2de6d544e6302c0a3db *man/position_CVaR.Rd
a8b953a446922de656656af8541ef129 *man/position_VaR.Rd
597cf1099c3e516d6e40f2a9efe3847b *man/position_alpha.Rd
7548f356946107d0a989a1783101a33b *man/position_beta.Rd
1776bf7b7ed0ed2d36262df965f23176 *man/position_calmarRatio.Rd
0db249a7a9842caad2208aa08044e418 *man/position_correlation.Rd
c4ce976c771609c8f0780a167247770d *man/position_correlationMatrix.Rd
940577a094a3f970b38a1d43a170cbc1 *man/position_covariance.Rd
737f1eafc0cc70848dde8f3c1b8cac5e *man/position_covarianceMatrix.Rd
38adc6a35ad54e0b737ea7ca6d48253e *man/position_cumulant.Rd
3af7010c02ef022d7efbde487fbc6130 *man/position_downCaptureRatio.Rd
1c1afa7ce0b194b83755e3b06949e995 *man/position_downNumberRatio.Rd
62255c5397227afdcb1cc7ecede657eb *man/position_downPercentageRatio.Rd
d70b04bf8c7964841b9cc136989e5504 *man/position_downsideVariance.Rd
89612fd01f640f343dfe47ab5045a0dd *man/position_expectedDownsideReturn.Rd
31e21089bc30fe95b768922609cbbeac *man/position_expectedReturn.Rd
830884c7223e93ce21cc10135e834bf5 *man/position_expectedUpsideReturn.Rd
e17428c8e57386c2e24dbb3c9ded0e96 *man/position_fractalDimension.Rd
c6dba764465ac47e448443d143dba118 *man/position_gainLossVarianceRatio.Rd
95d779e94b40b030ba3581f5e2ed3129 *man/position_gainVariance.Rd
c847a2aa654367d26a97a97002e6647b *man/position_hurstExponent.Rd
ca6b4d9458a761b033917c758dd867d8 *man/position_informationRatio.Rd
5e32cde93ba905b33fff81e651da6c90 *man/position_jensensAlpha.Rd
11c6f40b16eb0016615da20fe29addb1 *man/position_kurtosis.Rd
77720e0ab3bca38db128bec9dac6ad25 *man/position_lossVariance.Rd
00479d1104b6c9434cf78163e2bcb19d *man/position_maxDrawdown.Rd
7f740a96d92790d1ebca8df86265601d *man/position_modifiedSharpeRatio.Rd
cbc7cfcea6dde4c0c50270e44b01ad52 *man/position_moment.Rd
3141a2e890e9be06b81598a112a68bf1 *man/position_omegaRatio.Rd
d7e2b3f4c7131df31c2b77b0a012f7f1 *man/position_pdf.Rd
54ae06b980f0968248472f77e208713a *man/position_price.Rd
7872197e8e7517730db434e772da45df *man/position_profit.Rd
39798f70beebfcf4c93fed52ce42dc72 *man/position_quantity.Rd
b8c765e7dea09388bfec1ab31316f1d0 *man/position_rachevRatio.Rd
9801bea5d0513a7fc01fd98886c22a5c *man/position_return.Rd
ab496487a20de3feed690d5de9acc1bd *man/position_returnAutocovariance.Rd
dbe516c6b36d0a3828eb368a2a792ee3 *man/position_returnJumpSize.Rd
f0b944f3ac4ba169c0c2d0923ff259fe *man/position_setQuantity.Rd
7037cb35718c1f31e6d94d963de4213e *man/position_sharpeRatio.Rd
48bef73ae6133646c8519d4eb400ed40 *man/position_skewness.Rd
5f6540c6cb1ce572cf892e77450f84fd *man/position_sortinoRatio.Rd
821fc81f600f0f91e56d7b7082d36931 *man/position_starrRatio.Rd
e455efec574c7d90e6f95df78cae8685 *man/position_treynorRatio.Rd
bf0b08f0cc61bbd65956c0591ea72c78 *man/position_txnCosts.Rd
029afaea02c7841262cc8d5df9cec952 *man/position_upCaptureRatio.Rd
273cd73ec1bcf5402ac3eff2d40872e0 *man/position_upNumberRatio.Rd
2eae09ef43bac135a2748381e48e0fff *man/position_upPercentageRatio.Rd
90b0b59be8876816b5d84d5eeefd483e *man/position_upsideDownsideVarianceRatio.Rd
226177e6eaa4a2765f00cabba8382562 *man/position_upsideVariance.Rd
494647ba720881b9c4fb14e73a1bbbd2 *man/position_value.Rd
87afbe4e588f00e0398148ee95d057b8 *man/position_variance.Rd
4e9a1f94720a75a9ce39919ae17028bc *man/position_weight.Rd
2ebd5e5a00e134d54bdd20f36e14b480 *man/util_POSIXTimeToDate.Rd
f81d7a0e1ce2136760ce76961d3f10cf *man/util_cleanCredentials.Rd
f0d9b6eb4a56f28a6912f1506eefaa4c *man/util_colorScheme.Rd
5f4ebfb2a0c27aac0d4dd9d673f297dc *man/util_dateToPOSIXTime.Rd
d3efcdf0d07975445d7c22ca9a341cdf *man/util_fillScheme.Rd
766be9db4772d0ca7ee5f2ffd6fb2ffc *man/util_getComputeTime.Rd
6e6723a0a1ad95fb357d13c42631fde5 *man/util_ggplot.Rd
881abb326db31ac054aa01f55fd4cf1e *man/util_line2d.Rd
e0b99fda4bb0eba85b2b8bfebd145d27 *man/util_multiplot.Rd
b188937d546037f1bb0bbb6e75644f07 *man/util_plot2d.Rd
1c3cb707d9ce325e32636722bc38a0aa *man/util_plot2df.Rd
79521893351d6ac348c039d769677f75 *man/util_plotDensity.Rd
299ea665f5641df8fa4db38e8b4e7c39 *man/util_plotTheme.Rd
0c3236b3dde0fc4e3718b72c8973c7ce *man/util_setCredentials.Rd
453018bc6c1e36097821bc5017ced7dd *man/util_summary.Rd
bea763a9108b85e83bef5535e83b4a3e *vignettes/PortfolioEffectHFT.Rnw
c50a4ade92cc9a7cb10d76bc2d9b3085 *vignettes/img/api-settings.png
