CAGR | # Compound Annual Growth Rate |
ErrMov | Error adjusted moving average |
fun_RelErrMom | Relative Error Adjusted based Momentum |
fun_RelROCMom | Relative ROC based Momentum |
fun_Shiny_PropAbs | fun_Shiny_PropAbs |
fun_Shiny_RelErrMom | Relative Error Adjusted based Momentum |
fun_Shiny_RelROCMom | Relative ROC based Momentum |
getTransPrice | getTransPrice |
IPAMomentum | IPAMomentum. |
month_Ad | Monthly Adjusted prices |
numberTradesMatrixCpp | numberTradesMatrixCpp |
period_Ad | Period Adjusted prices |
RankRB | Rank returns |
RelativeMomentum | Relative Momentum Strategy |
sdRollMatrixCpp | sdRollMatrixCpp |
SMAMatrixCpp | Simpel Moving Average with a Matrix as input |
timesTwo | Multiply a number by two |
weightedErr | Weighted Error adjusted momentum |
weightedROC | Weighted ROC |
weightsPropMatrix | weightsPropMatrix |
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