R: from a number of .csv to a single time series in xts...

Using apply.rolling function over multiple columns...

mark-to-market change from enter exit signals...

install PerformanceAnalytics on R version 3.4.2 (2017-09-28)...

Obtaining xts object from R function that is based on matrix operations...

Price to compounded returns using the Return.Calculate Function...

Plot more than 12 data groups on one chart using PerformanceAnalytics...

R plotting "Error in xy.coords(x, y)" using PerformanceAnalytics package...

Side by side plots for PerformanceAnalytics in R...

Creating lagged (t-1) independent variables in Panel data...

charts.PerformanceSummary() not working for intraday data...

Subscript out of bound using the PerformanceAnalytics package...

R PerformanceAnalytics::Return.portfolio() generates NaN when geometric=TRUE...

PerformanceAnalytics R package's historic VaR doesn't match my calcs...

PerformanceAnalytics breaks rollaply on xts... Strange...

in R compute portfolio daily return from a trade matrix...

Return data from Return.cumulative vs apply.yearly returns differs?...

How to calculate rolling window Bull and Bear Beta ? - PerformanceAnalytics R...

How to remove part of PerformanceAnalytics Chart?...

Times series charting using chart.CumReturns...

R-code: Why is the expected return infinity?...

Multiple stock using quantmod in shiny...

Using lapply in R when there isn't a function?...

PerformanceAnalytics + data.frame: Formatting issue when using package functions...

sfLapply & apply.rolling on a xts object - Resulting Error: subscript out of bounds...

R calculating a stock's beta (using PerformanceAnalytics CAPM.beta() function or lm() function p...

R code to rename header of an xts object using name(object) <- vector...

Error with CAPM.beta.bear and TimingRatio in PerformanceAnalytics...

PerformanceAnalytics charts.RollingRegression plots initial window values. How do I make it not do t...

Could not find Drawdowns function - PerformanceAnalytics loaded...