Portfolio Analytics and Simulation Toolkit R package finlabR version 1.0.0 Tools for portfolio construction and risk analytics, including mean-variance optimization, conditional value at risk (expected shortfall) minimization, risk parity, regime clustering, correlation analysis, Monte Carlo simulation, and option pricing. Includes utilities for portfolio evaluation, clustering, and risk reporting. Methods are based in part on Markowitz (1952) <doi:10.1111/j.1540-6261.1952.tb01525.x>, Rockafellar and Uryasev (2000) <doi:10.21314/JOR.2000.038>, Maillard et al. (2010) <doi:10.3905/jpm.2010.36.4.060>, Black and Scholes (1973) <doi:10.1086/260062>, and Cox et al. (1979) <doi:10.1016/0304-405X(79)90015-1>. Software Depends: R (>= 3.5.0) Imports: stats, utils, quadprog, ggplot2, PerformanceAnalytics, zoo, class, quantmod, reshape2, mclust, shiny Suggests: bslib, TTR, DT, xts, yfR, cryptoQuotes, tidyquant, Rtsne, umap, testthat, knitr, rmarkdown Suyash Jindal <jindalsuyash7@gmail.com> Comprehensive R Archive Network (CRAN) Suyash Jindal [aut, cre] MIT + file LICENSE (https://CRAN.R-project.org/package=finlabR/LICENSE) 2026-04-22 application/tgz https://CRAN.R-project.org/package=finlabR doi:10.32614/CRAN.package.finlabR