Man pages for Alfred-Zhang/ResearchTools
Research tools used in daily work

bb_configureBloomberg configure
bb_downloadBloomberg download long format
bb_download_wideBloomberg download wide format
beta_correlation_analysisAlpha, Beta, Correlation analysis
cal_daily_contrCalculcate daily contribution
cal_period_attrCalculcate portfolio Attribution over time
cal_period_contrCalculcate portfolio contribution over time
createIndexCreate a benchmark index
daily_returnCalculate daily return
evt_VaRRisk measure using extreme value theorem
find_month_enddateGiven date find end date of the same month
find_startdateFind start date
ipakInstall multiple packages function
isTradingDateCheck if it is trading day
load_afam_perfLoad AFAM capital internal database
load_apxLoad new AFAM capital internal database
max_drawDownMaximum drawdown
mkt_capture_ratioCalculcate market capture ratio
monthly_returnPortfolio monthly return
msci_country_cleanMSCI country code data
na_adjustAdjust missing data in daily return table
optimal_returnReturn optimal(maximum) return portfolio
optimal_sdReturn optimal(minimum) standard deviation portfolio
optimal_sharpeReturn optimal sharpe ratio portfolio
risk_measureRisk measure
send_emailSend email
setup_projectSet up working directory and create sub directory
time_sliceSelect certain time period of dataframe
Alfred-Zhang/ResearchTools documentation built on Nov. 23, 2017, 1:54 a.m.