stocks: Fast Functions for Stock Market Analysis

Provides functions for analyzing historical performance of stocks or other investments. Functions are written in C++ to quickly calculate maximum draw-down, Sharpe ratio, Sterling ratio, and other commonly used metrics of stock performance.

Install the latest version of this package by entering the following in R:
install.packages("stocks")
AuthorDane R. Van Domelen
Date of publication2015-02-23 08:09:47
MaintainerDane R. Van Domelen <vandomed@gmail.com>
LicenseGPL-2
Version1.1.1

View on CRAN

Functions

balances Man page
convert.rate Man page
daily.yearly Man page
diffs Man page
final.balance Man page
gains.rate Man page
mdd Man page
negatives Man page
nonnegatives Man page
nonpositives Man page
pchanges Man page
pdiffs Man page
positives Man page
prices.rate Man page
ratios Man page
rrr Man page
sharpe Man page
sortino Man page
stocks Man page
stocks-package Man page
yearly.daily Man page
zzz Man page

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.