Man pages for Inpirical/alphassess
Functions for Assessing Equities Trading Alpha-Signals
| al1_group_neut | Neutralisation (demean) by group Cross-sectionally... |
| al1_param_defs | Global function definitions. |
| al1_rank | Cross-sectional rank Proportion of firms that have an... |
| al1_roll_rank | Time series rank |
| al1_scale | Rescale x such that sum(abs(x)) == a, column-wise. |
| al1_whichmax | Time series argument max (rolling) |
| al1_whichmin | Time series argument min (rolling) |
| alpha_common_parameters | Definitions of common parameters used in alpha functions. |
| alpha_run | Evaluate an alpha function given data (xts) and constant... |
| pipe | magrittr pipe infix operator |
| pipe_assignment | magrittr pipe assignment compound infix operator |
| pipe_exposition | magrittr exposition pipe operator |
| pipe_tee | magrittr pipe 'tee' infix operator |
| sym_data_tidy | Convert historical stock price and volume data to long... |
| syms_data_get | Get price and volume data on several ticker symbols in one... |
| syms_data_xts | Convert a data frame with historical price data to a list of... |
