braverock/PerformanceAnalytics

Issues

• function SemiVariance looks off the target

  #189 opened 2 months ago by kwhkim
  0

• Extension to Return.Geltner

  #188 opened 2 months ago by melville1808
  1

• capm epsilon

  #178 opened 5 months ago by TY-Cheng
  0

• Return.excess returns 0-s only, if R and Rf have the same column names

  #187 opened 6 months ago by nagbalae
  1

• chart.Correlation generates warning message "In par(usr) : argument 1 does not name a graphical parameter"

  #179 opened 10 months ago by peter-bastian
  2

• UpsidePotentialRatio missing r when MAR is time series

  #185 opened a year ago by Javdat
  0

• ylog parameter does not seem to work in charts.PerformanceSummary

  #184 opened a year ago by SwissMontainsBear
  2

• Return.Portfolio Transaction costs implementation.

  #182 opened 2 years ago by stanleyrazor
  0

• Is MM.NCE function still available?

  #167 opened 2 years ago by math222
  1

• Problem with geometric = TRUE in Return.rebalancing

  #176 opened 2 years ago by robustport
  1

• Update GitHub Actions R-CMD-Check

  #174 opened 2 years ago by jaymon0703
  0

• Incorrect Line 6 Comment In Examples for checkData()

  #173 opened 3 years ago by martinrd3D
  0

• Return.annualized should have na.omit argument, rather than disregarding NAs

  #172 opened 3 years ago by Ljupch0
  1

• Not possible to store PerformanceAnalytics chart in an R object

  #171 opened 3 years ago by mubashirqasim
  0

• Speed up Return.annualized

  #170 opened 3 years ago by klin333
  0

• VaR.r historical VaR not working with weights

  #169 opened 3 years ago by st501351
  3

• Probabilistic Sharpe inconsistent behaviour

  #168 opened 3 years ago
  0

• CAPM.beta

  #166 opened 3 years ago by ggrothendieck
  3

• Level.calculate() is not being exported

  #165 opened 3 years ago by cortinah
  0

• table.CalendarReturns to handle daily data

  #163 opened 3 years ago by bnleavitt
  0

• Missing function Error: object 'table.TrailingPeriodsRel' not found (not exported?)

  #160 opened 4 years ago by micstr
  0

• cumulative returns

  #159 opened 4 years ago by tchevri
  0

• Documentation Typo: Return.calculate()

  #157 opened 4 years ago by djhejna
  0

• unnecessary lines of code in chart.RollingPerformance?

  #156 opened 4 years ago by tchevri
  2

• Hurstindex function gives wrong result

  #155 opened 4 years ago by 277jah
  0

• Rebalance dates via `weights` xts object does not match documentation for `Return.portfolio.arithmetic`

  #120 opened 4 years ago by jmuhlenkamp
  1

• chart.TimeSeries() ignores 'type'

  #151 opened 4 years ago by yehao-jiaaocap
  3

• table.Distributions fails if scale is not NA

  #149 opened 4 years ago
  0

• findDrawdowns fails for specific dates in xts

  #146 opened 5 years ago by ronanalexand
  0

• date.format looks like an option that's actually not implemented

  #145 opened 5 years ago by tchevri
  0

• The portfolio.spec(.) function is not available

  #143 opened 5 years ago by QuantDevHacks
  2

• SharpeRatio.annualized formula

  #142 opened 5 years ago by JannesRed
  0

• add methods from archived VaR package

  #139 opened 5 years ago by braverock
  0

• function CAPM.jensenAlpha works weird when Rf is a vector

  #136 opened 5 years ago by lhloki
  1

• table.DownsideRiskRatio/table.Variability variable freq not defined

  #128 opened 5 years ago by ThomasHehehehe
  8

• DrawdownPeak Function Has Issues

  #132 opened 5 years ago by rjvelasquezm
  0

• chart.Correlation - grobs conversion and main title addition

  #126 opened 5 years ago by gnmcsbnfrmtcsclb
  2

• Performance Analytics SnailTrail Chart subscript out of bounds error

  #129 opened 5 years ago by UTexas80
  0

• Bug in chart.Correlation()

  #105 opened 6 years ago by Payamdel
  3

• Return.portfolio(geometric= TRUE) is an approximation?

  #113 opened 5 years ago by red-swan
  3

• Bug in Return.annualized if R isn't a vector

  #109 opened 5 years ago by AmitZoh
  0

• Suppress startup messages

  #111 opened 5 years ago by biodavidjm
  2

• bug in PortfolioRisk.R / VaR.kernel.portfolio

  #121 opened 5 years ago by sdittmar
  0

• ETL() calculation details and documentation

  #119 opened 6 years ago by wwyws0000
  8

• table.Drawdowns "From" or "Peak" starts one month Later than it should

  #117 opened 6 years ago by ededovic
  1

• Return.portfolio subsetting Return xts by 1:ncol(weights)

  #110 opened 6 years ago
  3

• chart.Correlation

  #115 opened 6 years ago by chuliangcui
  0

• Add feature zeroMAR to SortinoRatio ( actually DownsideDeviation )

  #106 opened 6 years ago by AndreMikulec
  1

• Issue with chart.RiskReturnScatter in performance analytics, need finite 'ylim' values error

  #107 opened 6 years ago by UTexas80
  4

• Inconsistent unit assumption when calculating `PainIndex` and `DrawdownPeak`?

  #102 opened 6 years ago by kongscn
  0