Packaged: 2020-06-15 18:00:57 UTC; fernandogarciadiaz

Datos de Hacienda.Las proyecciones se realizan con 'forecast',
of Argentina. Forecasts are built with the 'forecast' package,
Packaged: 2020-06-30 03:27:59 UTC; fernandogarciadiaz

Packaged: 2020-07-18 22:26:38 UTC; fernandogarciadiaz

Packaged: 2020-10-10 22:47:49 UTC; fernandogarciadiaz

magrittr (>= 1.5), zoo (>= 1.8-8), curl, purrr
Packaged: 2020-11-19 01:20:51 UTC; fmgarciadiaz

Description: Collection of functions to optimize portfolio weights using quadratic programming. This package includes different functions to compute portfolio weights based on different constraints and methods. For more information see Markowitz, H.M. (1952), <doi:10.2307/2975974>. "Analysis of Investments & Management of Portfolios" [2012, ISBN:978-8131518748].
Imports: PerformanceAnalytics, stringr, stringi, plotly, ggplot2,
purrr, rvest, quantmod, rMorningStar, quadprog, dplyr, xts,
Packaged: 2020-07-26 19:43:43 UTC; Kanhaiiya Agrawal
Author: Anurag Agrawal [aut, cre] (<https://orcid.org/0000-0003-2272-8273>)

Description: Collection of functions to optimize portfolio weights using quadratic programming. This package includes different functions to compute portfolio weights based on different constraints and methods. For more information see Markowitz, H.M. (1952), <doi:10.2307/2975974>. Analysis of Investments & Management of Portfolios [2012, ISBN:978-8131518748].
Imports: PerformanceAnalytics, stringr, stringi, ggplot2, purrr, rvest,
quantmod, rMorningStar, quadprog, dplyr, xts, lubridate, readr,

Title: Portfolio Analysis, Including Numerical Methods for Optimization
Description: Portfolio optimization and analysis routines and graphics.
Suggests: quantmod, DEoptim(>= 2.2.1), iterators, fGarch, Rglpk,
quadprog, ROI (>= 0.1.0), ROI.plugin.glpk (>= 0.0.2),
ROI.plugin.quadprog (>= 0.0.2), ROI.plugin.symphony (>= 0.0.2),
pso, GenSA, corpcor, testthat, nloptr (>= 1.0.0), MASS,

Title: High Frequency Price Estimators by PortfolioEffect
Authors@R: c(person("Andrey", "Kostin", role = c("aut", "cre"),
person("Aleksey", "Zemnitskiy", role = c("aut")),
person("Oleg", "Nechaev", role = c("aut"))
Description: R interface to PortfolioEffect Quant service for estimating
high frequency price variance, quarticity, microstructure noise variance,
and other metrics in both aggregate and rolling window flavors.
Constructed estimators 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.