Man pages for MatthiasSpeicher/gryffindorrobo
Run calculations that are useful to start a roboadvisor.
| averagereturn | Average (log) return of a time series of prices |
| equityanddebtpf | Generate a weighted portfolio of two assets |
| indexpf | Scale a time series of prices to a starting value of 100. |
| maxdrawdown | Maximum Drawdown of a time series of prices |
| minvarpf | Function to get a PF, that applies minium variance... |
| optimpf | Calculate Sharpe ratio optimized PF weights |
| riskparitypf | 'Function' to get a PF, that follows the risk parity... |
| runDemo | Shiny app that runs the Gryffindor Robo Advisor. |
| sharpe | Sharpe ratio calculation of a portfolio. |
| yearlystd | Yearly standard deviation of a time series of prices. |
