stocks: Fast Functions for Stock Market Analysis
Version 1.1.1

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.

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

Getting started

Package overview

Popular man pages

final_balance: Calculate Final Balance Based on Initial Balance and Vector...
gains_rate: Calculate Growth Rate From a Vector of Stock or Investment...
mdd: Maximum Drawdown
negatives: Return Negative Elements of a Numeric Vector
prices_rate: Calculate Growth Rate From a Vector of Stock Prices or...
ratios: Ratios of Subsequent Elements in a Numeric Vector
rrr: Risk-Return Ratio
See all...

All man pages Function index File listing

Man pages

balances: Calculate Balances Based on Initial Balance and Vector of...
convert_rate: Convert Gain from One Time Interval to Another
daily_yearly: Convert Daily Gain to X-year Gain
diffs: Lagged Differences (Alternate Implementation)
final_balance: Calculate Final Balance Based on Initial Balance and Vector...
gains_rate: Calculate Growth Rate From a Vector of Stock or Investment...
mdd: Maximum Drawdown
negatives: Return Negative Elements of a Numeric Vector
nonnegatives: Return Non-Negative Elements of a Numeric Vector
nonpositives: Return Non-Positive Elements of a Numeric Vector
pchanges: Lagged Proportion/Percent Changes
pdiffs: Lagged Proportion/Percent Differences
positives: Return Positive Elements of a Numeric Vector
prices_rate: Calculate Growth Rate From a Vector of Stock Prices or...
ratios: Ratios of Subsequent Elements in a Numeric Vector
rrr: Risk-Return Ratio
sharpe: Sharpe Ratio
sortino: Sortino Ratio
stocks-package: Fast Functions for Stock Market Analysis
yearly_daily: Convert X-year Gain to Average Daily Gain
zzz: Daily Closing Prices for Imaginary Stock ZZZ Over 10 Years

Functions

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

Files

src
src/mdd_p_c1.cpp
src/mdd_hl_c2.cpp
src/pdiffs_c.cpp
src/pchanges_c.cpp
src/mdd_hl_c1.cpp
src/ratios_c.cpp
src/RcppExports.cpp
src/diffs_c.cpp
src/mdd_p_c2.cpp
NAMESPACE
data
data/zzz.rda
R
R/RcppExports.R
MD5
DESCRIPTION
man
man/final_balance.Rd
man/pdiffs.Rd
man/daily_yearly.Rd
man/sortino.Rd
man/gains_rate.Rd
man/sharpe.Rd
man/positives.Rd
man/nonnegatives.Rd
man/balances.Rd
man/diffs.Rd
man/prices_rate.Rd
man/negatives.Rd
man/pchanges.Rd
man/yearly_daily.Rd
man/zzz.Rd
man/nonpositives.Rd
man/stocks-package.Rd
man/mdd.Rd
man/ratios.Rd
man/rrr.Rd
man/convert_rate.Rd
stocks documentation built on May 19, 2017, 2:31 p.m.

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