AnanQuantLib is a quantitative toolbox designed to assist in investment analysis and portfolio management. Developed by the Anan Capital Investment Lab, this package provides a robust set of tools for computing investment metrics, risk assessment, and data cleaning.
- Investment Metrics: Calculate key performance indicators like Sharpe ratio, alpha, beta, etc.
- Risk Assessment: Evaluate portfolio risk through various metrics.
- Data Cleaning: Functions to clean and prepare financial data for analysis.
- Technical Indicators: Calculate moving averages, RSI, MACD, and more.
# To install the latest version from GitHub
devtools::install_github("your_username/AnanQuantLib")# Load the AnanQuantLib package
library(AnanQuantLib)
# Calculate the Sharpe Ratio
sharpe_ratio <- calcSharpeRatio(returns)
# Clean financial data
clean_data <- cleanFinancialData(raw_data)
# ... and more!For more detailed usage and full list of functions, please refer to our Documentation.
We welcome contributions! Please see our Contributing Guidelines for more details.
This project is licensed under the MIT License - see the LICENSE.md file for details.
For more information, issues, or questions about the AnanQuantLib, please contact email@anancapital.com.
Feel free to modify this template according to the specific features and functionalities of your package.