The Rbitcoin bundle offers entry to Bitcoin alternate APIs (mtgox, bitstamp, btce, kraken) via private and non-private API calls and integration of knowledge constructions for all markets. The FRAPO bundle provides information models and code for the book Monetary Menace Modelling and Portfolio Optimization with R by Bernhard Pfaff (2013).
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The riskSimul package gives environment friendly simulation procedures to estimate tail loss probabilities and conditional further for a stock portfolios the place log-returns are …Continue reading