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... |

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