Man pages for Inpirical/alphassess
Functions for Assessing Equities Trading Alpha-Signals

al1_group_neutNeutralisation (demean) by group Cross-sectionally...
al1_param_defsGlobal function definitions.
al1_rankCross-sectional rank Proportion of firms that have an...
al1_roll_rankTime series rank
al1_scaleRescale x such that sum(abs(x)) == a, column-wise.
al1_whichmaxTime series argument max (rolling)
al1_whichminTime series argument min (rolling)
alpha_common_parametersDefinitions of common parameters used in alpha functions.
alpha_runEvaluate an alpha function given data (xts) and constant...
pipemagrittr pipe infix operator
pipe_assignmentmagrittr pipe assignment compound infix operator
pipe_expositionmagrittr exposition pipe operator
pipe_teemagrittr pipe 'tee' infix operator
sym_data_tidyConvert historical stock price and volume data to long...
syms_data_getGet price and volume data on several ticker symbols in one...
syms_data_xtsConvert a data frame with historical price data to a list of...
Inpirical/alphassess documentation built on May 26, 2019, 7:27 a.m.