Man pages for QuantAndrew/quantbox
Auxiliary toolbox for quant research.
| addwgt2port_amtao | add weight to port |
| bankrotation | bank rotation |
| cbondfuns | lcdb.build.Bond_ConBDExchangeQuote |
| CT_GroupFactorLists | CT_GroupFactorLists |
| db.ts | connect tinysoft database |
| get_factor | get factor |
| getIFSpread | getIndexFuturesSpread |
| getIndexBasicInfo | getIndexBasicInfo |
| getIndustryMA | getIndustryMA |
| gridTrade.IF | grid trading with index futures |
| gridTrade.index | grid trading with index fund |
| group_factor | group factor |
| index.rotation | index.rotation |
| index_valuation | lcdb.build.QT_IndexValuation |
| lcdb.add.QT_IndexQuote | lcdb.add.QT_IndexQuote |
| lcdb.update.CorpStockPool | lcdb.update.CorpStockPool |
| lcdb.update.QT_IndexQuoteamtao | lcdb.update.QT_IndexQuoteamtao |
| lcfs.update.amtao | lcfs.update.amtao |
| LLT | LLT timing |
| MApl | MApl |
| mTSF2groupf | mTSF2groupf |
| mTSF_refine | mTSF_refine |
| percent | percent |
| POFund | private offering fund |
| portdemo | alpha portfolio demo data |
| read_write_clipboard | read from or write to clipboard |
| refinePar_zz | refinePar_zz |
| reg.factorlists_recommend | factorlists recommend |
| resumeArbitrage | resumption stock arbitrage |
| rmNegativeEvents | remove negative event stock from TS |
| rmPriceLimit | remove price limits |
| rtndemo | assets return demo dataset. |
| rtn.persum | combine rtn.periods and rtn.summary |
| table.factor.summary | combine funcs table.IC and table.Ngroup.spread |
| TSFR.rptTSF_nextF | TSFR.rptTSF_nextF |
| xts2df | xts2df |
