Package: finlabR
Type: Package
Title: Portfolio Analytics and Simulation Toolkit
Version: 1.0.0
Authors@R: person("Suyash", "Jindal", role = c("aut", "cre"), email = "jindalsuyash7@gmail.com")
Description: Tools for portfolio construction and risk analytics, including
    mean-variance optimization, conditional value at risk (expected shortfall)
    minimization, risk parity, regime clustering, correlation analysis,
    Monte Carlo simulation, and option pricing. Includes utilities for
    portfolio evaluation, clustering, and risk reporting. Methods are based
    in part on Markowitz (1952) <doi:10.1111/j.1540-6261.1952.tb01525.x>,
    Rockafellar and Uryasev (2000) <doi:10.21314/JOR.2000.038>, Maillard
    et al. (2010) <doi:10.3905/jpm.2010.36.4.060>, Black and Scholes (1973)
    <doi:10.1086/260062>, and Cox et al. (1979)
    <doi:10.1016/0304-405X(79)90015-1>.
License: MIT + file LICENSE
Encoding: UTF-8
LazyData: true
Imports: stats, utils, quadprog, ggplot2, PerformanceAnalytics, zoo,
        class, quantmod, reshape2, mclust, shiny
Suggests: bslib, TTR, DT, xts, yfR, cryptoQuotes, tidyquant, Rtsne,
        umap, testthat, knitr, rmarkdown
VignetteBuilder: knitr
RoxygenNote: 7.3.3
NeedsCompilation: no
Packaged: 2026-04-22 06:38:54 UTC; suyashjindal
Author: Suyash Jindal [aut, cre]
Maintainer: Suyash Jindal <jindalsuyash7@gmail.com>
Depends: R (>= 3.5.0)
Repository: CRAN
Date/Publication: 2026-04-22 13:20:14 UTC
Built: R 4.4.3; ; 2026-04-22 15:59:49 UTC; unix
