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.
- Dane R. Van Domelen
- Date of publication
- 2015-02-23 08:09:47
- Dane R. Van Domelen <firstname.lastname@example.org>
- Calculate Balances Based on Initial Balance and Vector of...
- Convert Gain from One Time Interval to Another
- Convert Daily Gain to X-year Gain
- Lagged Differences (Alternate Implementation)
- Calculate Final Balance Based on Initial Balance and Vector...
- Calculate Growth Rate From a Vector of Stock or Investment...
- Maximum Drawdown
- Return Negative Elements of a Numeric Vector
- Return Non-Negative Elements of a Numeric Vector
- Return Non-Positive Elements of a Numeric Vector
- Lagged Proportion/Percent Changes
- Lagged Proportion/Percent Differences
- Return Positive Elements of a Numeric Vector
- Calculate Growth Rate From a Vector of Stock Prices or...
- Ratios of Subsequent Elements in a Numeric Vector
- Risk-Return Ratio
- Sharpe Ratio
- Sortino Ratio
- Fast Functions for Stock Market Analysis
- Convert X-year Gain to Average Daily Gain
- Daily Closing Prices for Imaginary Stock ZZZ Over 10 Years
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