DESCRIPTION

Package: ExpectedReturns
Type: Package
Title: Reproduction of Investment Strategies disccusin in Antti Ilmanen's Expected Returns
Version: 0.2-0
Date: 2020-05-30
Authors@R: c(
    person(given=c("Justin", "M."),family="Shea",role=c("cre","aut","cph"), email="justin.shea@gmail.com")   
  , person(given=c("Brian","G."),family="Peterson",role=c("aut","cph"), email="brian@braverock.com")
  , person(given="Vito",family="Lestingi",role=c("aut","cph"), email="lestingiv@gmail.com") 
  , person(given="Peter",family="Carl",role=c("aut","cph"), email="peter@braverock.com")
  , person(given="Jasen",family="Mackie",role=c("ctb"))
  , person(given="Soumya",family="Kalra",role=c("ctb"))
  , person(given="Erol",family="Biceroglu",role=c("ctb"))
  )
Description: Collection of tools to replicate investment strategies discussed in,
  and inspired by, Antti Ilmanen's Expected Returns text. Users will find worked 
  examples and code to parse, clean, and manipulate data associated with these 
  strategies. Additionally, the package provides general purpose functions and 
  apply models similar to those described in the book and evaluate these models 
  in current market conditions or in different markets than those utilized for 
  the text.
Depends:
  R (>= 3.5),
  FactorAnalytics (>= 2.0.36)
Imports:
  PerformanceAnalytics,
  lmtest,
  openxlsx,
  sandwich,
  xts,
  XML,
  zoo
Remotes:
    braverock/FactorAnalytics,
    helske/Rlibeemd
License: GPL-3
VignetteBuilder: knitr, rmarkdown
Encoding: UTF-8
LazyData: true
URL: https://github.com/justinmshea/ExpectedReturns
Copyright: (c) 2020
RoxygenNote: 7.1.1
Roxygen: list(markdown = TRUE)
Suggests: knitr, plm, rmarkdown, tinytest