Package: PortfolioEffectEstim
Type: Package
Title: High Frequency Price Estimators by PortfolioEffect
Version: 1.0
Date: 2015-09-25
Depends: methods,PortfolioEffectHFT
Imports: rJava
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"))
           )
Maintainer: Andrey Kostin <andrey.kostin@portfolioeffect.com>
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.
URL: https://www.portfolioeffect.com/
License: GPL-3
SystemRequirements: Java (>= 1.7)
NeedsCompilation: no
Repository: CRAN
Packaged: 2015-11-13 09:54:15 UTC; alex
Author: Andrey Kostin [aut, cre],
  Aleksey Zemnitskiy [aut],
  Oleg Nechaev [aut]
Date/Publication: 2015-11-13 12:02:03
