Software of Daniel P. Palomar

R packages in CRAN

• portfolioBacktest: Automated Backtesting of Portfolios over Multiple Datasets [GitHub] 
• spectralGraphTopology: Learning Graphs from Data via Spectral Constraints [GitHub]
• riskParityPortfolio: Design of Risk Parity Portfolios [GitHub] [Python version]

              Featured in R-bloggers and RStudio.
              Listed in: CRAN Task View on Empirical Finance and awesome-quant.

• sparseIndexTracking: Design of Portfolio of Stocks to Track an Index [GitHub]

              Listed in: awesome-quant.

• sparseEigen: Computation of Sparse Eigenvectors of a Matrix [GitHub]