Package: uncorbets 0.1.2.9000

uncorbets: Uncorrelated Bets via Minimum Torsion Algorithm

Implements Minimum Torsion for portfolio diversification as described in Meucci, Attilio (2013) <doi:10.2139/ssrn.2276632>.

Authors:Bernardo Reckziegel [aut, cre]

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uncorbets.pdf |uncorbets.html✨
uncorbets/json (API)
NEWS

# Install 'uncorbets' in R:
install.packages('uncorbets', repos = c('https://reckziegel.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/reckziegel/uncorbets/issues

Pkgdown site:https://reckziegel.github.io

On CRAN:

Conda:

3.54 score 7 stars 5 scripts 147 downloads 3 exports 4 dependencies

Last updated 1 years agofrom:e128271009. Checks:9 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 30 2025
R-4.5-winOKMar 30 2025
R-4.5-macOKMar 30 2025
R-4.5-linuxOKMar 30 2025
R-4.4-winOKMar 30 2025
R-4.4-macOKMar 30 2025
R-4.4-linuxOKMar 30 2025
R-4.3-winOKMar 30 2025
R-4.3-macOKMar 30 2025

Exports:effective_betsmax_effective_betstorsion

Dependencies:assertthatMASSNlcOptimquadprog