stocks: Fast Functions for Stock Market Analysis

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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 <vandomed@gmail.com>
License
GPL-2
Version
1.1.1

View on CRAN

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

Files in this package

stocks
stocks/src
stocks/src/mdd_p_c1.cpp
stocks/src/mdd_hl_c2.cpp
stocks/src/pdiffs_c.cpp
stocks/src/pchanges_c.cpp
stocks/src/mdd_hl_c1.cpp
stocks/src/ratios_c.cpp
stocks/src/RcppExports.cpp
stocks/src/diffs_c.cpp
stocks/src/mdd_p_c2.cpp
stocks/NAMESPACE
stocks/data
stocks/data/zzz.rda
stocks/R
stocks/R/RcppExports.R
stocks/MD5
stocks/DESCRIPTION
stocks/man
stocks/man/final_balance.Rd
stocks/man/pdiffs.Rd
stocks/man/daily_yearly.Rd
stocks/man/sortino.Rd
stocks/man/gains_rate.Rd
stocks/man/sharpe.Rd
stocks/man/positives.Rd
stocks/man/nonnegatives.Rd
stocks/man/balances.Rd
stocks/man/diffs.Rd
stocks/man/prices_rate.Rd
stocks/man/negatives.Rd
stocks/man/pchanges.Rd
stocks/man/yearly_daily.Rd
stocks/man/zzz.Rd
stocks/man/nonpositives.Rd
stocks/man/stocks-package.Rd
stocks/man/mdd.Rd
stocks/man/ratios.Rd
stocks/man/rrr.Rd
stocks/man/convert_rate.Rd