SCM

Fast functions for stock market analysis: Project Home – R-Forge

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This package provides functions for analyzing historical performance of stocks or other investments. Functions are written in C++ to quickly calculate maximum draw-down, Sharpe ratio, Sterling ratio, and other commonly used metrics of stock performance.

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Registered: 2015-02-15 16:49
Activity Ranking: 3
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Vienna University of Economics and Business University of Wisconsin - Madison Powered By FusionForge