API for PCRA
Companion to Portfolio Construction and Risk Analysis
| Global functions | |
|---|---|
| BXMdata | Man page |
| CRSPLiquidMktCapGrpsCnts | Man page |
| CboeOptionStrategies | Man page |
| ConferenceBoardETI | Man page |
| FRBinterestRates | Man page |
| HFstrategies | Man page |
| KRest | Man page Source code |
| MarketData | Man page |
| PCRA | Man page |
| PCRA-package | Man page |
| SKest | Man page Source code |
| SP400Industrials | Man page |
| SP425Industrials | Man page |
| SP500 | Man page |
| SP500data | Man page |
| SP500from1967to2007 | Man page |
| SPIndustrials | Man page |
| ShortDurationCredit | Man page |
| USTreasuryTradeweb | Man page |
| abbreviate_name | Man page Source code |
| barplotWts | Man page Source code |
| bootEfronts | Man page Source code |
| buildPortfolios | Man page Source code |
| chart.Efront | Man page Source code |
| cleanOutliers | Man page |
| crsp.returns8 | Man page |
| datFF3W | Man page |
| datFF4W | Man page |
| divHHI | Man page Source code |
| downloadPCRAData | Source code |
| ellipsesPlotPCRA.covfm | Man page |
| ewmaMeanVol | Man page Source code |
| factorsSPGMI | Man page |
| getPCRAData | Man page Source code |
| getVersionGithub | Source code |
| getVersionLocal | Source code |
| gfunds5 | Man page |
| invensysEPS | Man page |
| levgLongShort | Man page Source code |
| mathEfront | Man page |
| mathEfrontCashRisky | Man page Source code |
| mathEfrontRisky | Man page Source code |
| mathEfrontRiskyMuCov | Man page Source code |
| mathGmv | Man page Source code |
| mathGmvMuCov | Man page Source code |
| mathTport | Man page Source code |
| mathWtsEfrontRisky | Man page Source code |
| mathWtsEfrontRiskyMuCov | Man page |
| meanReturns4Types | Man page Source code |
| minVarCashRisky | Man page Source code |
| minVarRiskyLO | Man page Source code |
| opt.outputMvoPCRA | Man page Source code |
| plotLSandHuberRobustSFM | Man page Source code |
| plotLSandRobustSFM | Man page Source code |
| psiHuber | Man page Source code |
| qqnormDatWindat | Man page Source code |
| retDD | Man page |
| retEDS | Man page |
| retFNB | Man page |
| retKBH | Man page |
| retMER | Man page |
| retOFG | Man page |
| retPSC | Man page |
| retVHI | Man page |
| retWTS | Man page |
| returnsCRSPxts | Man page Source code |
| runMultipleBacktests | Man page Source code |
| runPortfolioBacktest | Man page Source code |
| selectCRSPandSPGMI | Man page Source code |
| stocksCRSPdaily | Man page |
| stocksCRSPmonthly | Man page |
| stocksCRSPweekly | Man page |
| stocksCRSPxts | Man page Source code |
| to_monthly | Man page Source code |
| to_weekly | Man page Source code |
| transferCoef | Man page Source code |
| tsPlotMP | Man page |
| turnOver | Man page Source code |
| update_dev_pkg | Man page Source code |
| winsorMean | Man page Source code |
| winsorize | Man page Source code |
