API for JFE
Tools for Analyzing Time Series Data of Just Finance and Econometrics
| Global functions | |
|---|---|
| .covRisk | Source code |
| .cvarRisk | Source code |
| .seriesPlot | Source code |
| .varRisk | Source code |
| ActivePremium | Man page |
| AdjustedSharpeRatio | Man page Source code |
| AppraisalRatio | Man page |
| BernardoLedoitRatio | Man page |
| BurkeRatio | Man page |
| CAPM.jensenAlpha | Man page |
| CalmarRatio | Man page |
| DRatio | Man page |
| DownsideDeviation | Man page |
| DrawdownPeak | Man page |
| InformationRatio | Man page |
| KellyRatio | Man page |
| M2Sortino | Man page |
| MartinRatio | Man page |
| MeanAbsoluteDeviation | Man page |
| OmegaSharpeRatio | Man page |
| PainIndex | Man page |
| PainRatio | Man page |
| ProspectRatio | Man page |
| Return.annualized | Man page |
| SharpeRatio | Man page Source code |
| SharpeRatio.annualized | Man page Source code |
| SkewnessKurtosisRatio | Man page |
| SortinoRatio | Man page |
| SterlingRatio | Man page |
| TrackingError | Man page |
| TreynorRatio | Man page |
| UlcerIndex | Man page |
| VolatilitySkewness | Man page |
| assetReturns | Man page |
| dataSets | Man page |
| durbinH | Man page |
| getEER | Man page Source code |
| getFed | Man page |
| getFrench.Factors | Man page Source code |
| getFrench.Portfolios | Man page Source code |
| macrodata | Man page |
| maxDrawdown | Man page |
| table.AnnualizedReturns | Man page |
