Provides functions for analyzing historical performance of stocks or other investments. Functions are written in C++ to quickly calculate maximum drawdown, Sharpe ratio, Sterling ratio, and other commonly used metrics of stock performance.
Author  Dane R. Van Domelen 
Date of publication  20150223 08:09:47 
Maintainer  Dane R. Van Domelen <vandomed@gmail.com> 
License  GPL2 
Version  1.1.1 
Package repository  View on CRAN 
Installation  Install the latest version of this package by entering the following in R:



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 Xyear 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 NonNegative Elements of a Numeric Vector  
nonpositives: Return NonPositive 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: RiskReturn Ratio  
sharpe: Sharpe Ratio  
sortino: Sortino Ratio  
stockspackage: Fast Functions for Stock Market Analysis  
yearly_daily: Convert Xyear 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 
stockspackage  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/stockspackage.Rd  
man/mdd.Rd  
man/ratios.Rd  
man/rrr.Rd  
man/convert_rate.Rd 
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