investlabr
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>.
This page was built for software: investlabr
