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.
|Author||Dane R. Van Domelen|
|Date of publication||2015-02-23 08:09:47|
|Maintainer||Dane R. Van Domelen <firstname.lastname@example.org>|
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