DESCRIPTION

Package: ExpectedReturns
Type: Package
Title: Reproduction of Investment Strategies presented in Antti Ilmanen's Expected Returns and Investing Amid Low Expected Returns
Version: 0.3-0
Date: 2022-08-01
Authors@R: c(
    person(given=c("Justin", "M."),family="Shea",role=c("cre","aut","cph"), email="justin.shea@gmail.com")   
  , person(given="Vito",family="Lestingi",role=c("aut","cph"), email="lestingiv@gmail.com")
  , person(given="Bryan",family="Rodriguez",role=c("aut","cph"), email="bryanrod182@gmail.com")
  , person(given="Erol",family="Biceroglu",role=c("aut","cph"), email="erol.biceroglu@alumni.utoronto.ca")
  , person(given=c("Brian","G."),family="Peterson",role=c("aut","cph"), email="brian@braverock.com")
  , person(given="Harry", family="He", role=c("aut", "cph"), email="zih028@ucsd.edu")
  , person(given="Peter",family="Carl",role=c("cph"), email="peter@braverock.com")
  , person(given="Jasen",family="Mackie",role=c("ctb"))
  , person(given="Soumya",family="Kalra",role=c("ctb"))
  )
Description: Collection of data and functions to replicate investment strategies 
  discussed in Antti Ilmanen's Expected Returns, Investing Amid Low Expected 
  Returns, and the AQR website. Users will find examples replicating
  or associated with these strategies. Additionally, the package provides general 
  purpose functions and apply models similarly to those described in the book.
Depends:
  R (>= 3.5)
Imports:
  FactorAnalytics (>= 2.0.36),
  lmtest,
  openxlsx,
  PerformanceAnalytics,
  sandwich,
  XML,
  xts,
  zoo
Remotes:
    braverock/FactorAnalytics,
    helske/Rlibeemd
License: GPL-3
VignetteBuilder: knitr, rmarkdown
Encoding: UTF-8
LazyData: true
URL: https://github.com/justinmshea/ExpectedReturns
RoxygenNote: 7.2.0
Roxygen: list(markdown = TRUE)
Suggests: knitr, plm, rmarkdown, tinytest