Quick info
Damien Challet has worked on 3 packages so far. In total, Damien Challet has worked with 1 other author on those packages. Nice teamwork!
Packages overview
Package details
| SVN | Statistically Validated Networks |
| bahc | Filter Covariance and Correlation Matrices with Bootstrapped-Averaged Hierarchical Ansatz Christian Bongiorno , Damien Challet |
| sharpeRratio | Moment-Free Estimation of Sharpe Ratios |