investlabr: Research Workflows for Macro and Cross-Asset Analysis
Reusable research workflows for macro-financial and
cross-asset analysis. The package sits on top of data packages such
as 'investdatar' and focuses on transforming existing market and
macro data into analysis-ready research tables, factor and indicator
constructions, event and regime overlays, sensitivity estimates,
scenario comparisons, and research-grade visualization outputs.
Portfolio risk-return comparisons use the mean-variance framework of
Markowitz (1952) <doi:10.1111/j.1540-6261.1952.tb01525.x>.
Research-side volatility simulations include the generalized
autoregressive conditional heteroskedasticity model of
Bollerslev (1986) <doi:10.1016/0304-4076(86)90063-1>.
| Version: |
0.0.6.2 |
| Depends: |
R (≥ 4.1.0) |
| Imports: |
data.table (≥ 1.12.4), ggplot2 (≥ 3.5.0), ggrepel, grid, gridExtra, jsonlite, patchwork, quadprog, rlang, scales, stats, utils, yaml, Rcpp |
| LinkingTo: |
Rcpp |
| Suggests: |
svglite, testthat (≥ 3.0.0) |
| Published: |
2026-10-15 |
| DOI: |
10.32614/CRAN.package.investlabr (may not be active yet) |
| Author: |
Oliver Zhou [aut, cre] |
| Maintainer: |
Oliver Zhou <oliver.yxzhou at gmail.com> |
| BugReports: |
https://github.com/OliverLDS/investlabr/issues |
| License: |
MIT + file LICENSE |
| URL: |
https://github.com/OliverLDS/investlabr |
| NeedsCompilation: |
yes |
| Materials: |
README, NEWS |
| CRAN checks: |
investlabr results |
Documentation:
Downloads:
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