Other packages > Find by keyword >

PortfolioEffectEstim  

High Frequency Price Estimators by PortfolioEffect
View on CRAN: Click here


Download and install PortfolioEffectEstim package within the R console
Install from CRAN:
install.packages("PortfolioEffectEstim")

Install from Github:
library("remotes")
install_github("cran/PortfolioEffectEstim")

Install by package version:
library("remotes")
install_version("PortfolioEffectEstim", "1.4")



Attach the package and use:
library("PortfolioEffectEstim")
Maintained by
Andrey Kostin
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2015-11-13
Latest Update:
Description:
R interface to PortfolioEffect cloud 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 for more information on the PortfolioEffect high frequency portfolio analytics platform.
How to cite:
Andrey Kostin (2015). PortfolioEffectEstim: High Frequency Price Estimators by PortfolioEffect. R package version 1.4, https://cran.r-project.org/web/packages/PortfolioEffectEstim. Accessed 07 Mar. 2026.
Previous versions and publish date:
1.0 (2015-11-13 12:02), 1.1 (2015-12-07 23:13), 1.2 (2016-02-04 11:27), 1.3 (2016-07-27 03:04), 1.4 (2016-09-17 19:54)
Other packages that cited PortfolioEffectEstim R package
View PortfolioEffectEstim citation profile
Other R packages that PortfolioEffectEstim depends, imports, suggests or enhances
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
portalr  
Create Useful Summaries of the Portal Data
Download and generate summaries for the rodent, plant, ant, and weather data from the Portal Projec ...
Download / Learn more Package Citations See dependency  
testDriveR  
Teaching Data for Statistics and Data Science
Provides data sets for teaching statistics and data science courses. It includes a sample of data f ...
Download / Learn more Package Citations See dependency  
ReviewR  
A Light-Weight, Portable Tool for Reviewing Individual Patient Records
A portable Shiny tool to explore patient-level electronic health record data and perform chart revi ...
Download / Learn more Package Citations See dependency  
SAMtool  
Stock Assessment Methods Toolkit
Simulation tools for closed-loop simulation are provided for the 'MSEtool' operating model to inform ...
Download / Learn more Package Citations See dependency  
lmSubsets  
Exact Variable-Subset Selection in Linear Regression
Exact and approximation algorithms for variable-subset selection in ordinary linear regression mode ...
Download / Learn more Package Citations See dependency  

26,264

R Packages

223,360

Dependencies

70,376

Author Associations

26,265

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA