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Author or maintainer of the following packages:

FinancialInstrument

Infrastructure for defining meta-data andrelationships for financial instruments.
PerformanceAnalytics

Collection of econometric functions forperformance and risk analysis. This package aims to a...
PortfolioAnalytics

Portfolio optimization and analysis routines and graphics.

Impact Percentile

94

Number of Packages

3

Package Downloads

32,079

Citations

1