Package: PortfolioEffectHFT
Type: Package
Title: High Frequency Portfolio Analytics by PortfolioEffect
Version: 1.8
Date: 2017-03-21
URL: https://www.portfolioeffect.com/
Depends: R (>= 2.13.2), ggplot2 (>= 2.2.0)
Imports: methods, rJava, grid, zoo
Suggests: testthat
SystemRequirements: Java (>= 1.7)
LazyData: yes
ByteCompile: TRUE
Authors@R: c(person("Andrey", "Kostin", role = c("aut", "cre"), email = "andrey.kostin@portfolioeffect.com"),
			 person("Aleksey", "Zemnitskiy", role = c("aut")),
             person("Oleg", "Nechaev", role = c("aut")),
             person("Craig Otis and others", role = c("ctb", "cph"),
                    comment = "OpenFAST library"),
             person("Daniel Lemire, Muraoka Taro and others", 
                   role = c("ctb", "cph"),
                   comment = "JavaFastPFOR library"),
             person("Joe Walnes, Jorg Schaible and others", 
                   role = c("ctb", "cph"),
                   comment = "XStream library"),
             person("Dain Sundstrom",	      
             	   role = c("ctb", "cph"),
                   comment = "Snappy library"),
             person("Extreme! Lab, Indiana University",	      
             	   role = c("ctb", "cph"),
                   comment = "XPP3 library"),
             person("The Apache Software Foundation", 
                   role = c("ctb", "cph"),
                   comment = "Apache Log4j and Commons Lang libraries"),
             person("Google, Inc.", 
                   role = c("ctb", "cph"),
                   comment = "GSON library"),
             person("Free Software Foundation", 
                   role = c("ctb", "cph"),
                   comment = "GNU Trove and GNU Crypto libraries")
           )
Maintainer: Andrey Kostin <andrey.kostin@portfolioeffect.com>
Description: R interface to PortfolioEffect cloud service for backtesting
    high frequency trading (HFT) strategies, intraday portfolio analysis
    and optimization. Includes auto-calibrating model pipeline for market
    microstructure noise, risk factors, price jumps/outliers, tail risk
    (high-order moments) and price fractality (long memory). Constructed
    portfolios could use client-side market data or access HF intraday price
    history for all major US Equities. See <https://www.portfolioeffect.com/>
    for more information on the PortfolioEffect high frequency portfolio
    analytics platform.
License: GPL-3
Copyright: See file COPYRIGHTS
NeedsCompilation: no
Repository: CRAN
RoxygenNote: 5.0.1
Packaged: 2017-03-24 13:52:29 UTC; Andrey
Author: Andrey Kostin [aut, cre],
  Aleksey Zemnitskiy [aut],
  Oleg Nechaev [aut],
  Craig Otis and others [ctb, cph] (OpenFAST library),
  Daniel Lemire, Muraoka Taro and others [ctb, cph] (JavaFastPFOR
    library),
  Joe Walnes, Jorg Schaible and others [ctb, cph] (XStream library),
  Dain Sundstrom [ctb, cph] (Snappy library),
  Extreme! Lab, Indiana University [ctb, cph] (XPP3 library),
  The Apache Software Foundation [ctb, cph] (Apache Log4j and Commons
    Lang libraries),
  Google, Inc. [ctb, cph] (GSON library),
  Free Software Foundation [ctb, cph] (GNU Trove and GNU Crypto
    libraries)
Date/Publication: 2017-03-24 19:54:25 UTC
Built: R 3.5.3; ; 2020-04-22 08:08:08 UTC; windows
