Man pages for alejandro-sotolongo/InvTools
| annRet | Annualzed (geomtric) return |
| assetToRet | Convert asset objects to a return matrix |
| calcBeta | Utility for beta calc of two time-series |
| calRet | Calendar returns |
| calTime | Calendar time helper |
| captureRatio | Up and down capture ratios |
| changeAssetFreq | Change frequency of a list of Assets |
| changeTimeSeriesFreq | Change frequency of a time-series data.frame |
| checkFreq | Check frequency |
| checkTimeSeries | Check time-series |
| coneChart | Cone Chart of Cumulative Wealth |
| contrToRet | Constituent contribution to portfolio return |
| downSd | Downside standard deviation |
| ffaReg | Forefront Multi-variate regression for multiple y variables |
| FFLAFactorModel | Generates FFLA Factors |
| fNum | Convert numeric data to 0.00 character format |
| fPercent | Convert numeric data to string fPercent(x, digits = 2) |
| freqToScale | Convert character frequency to corresponding numeric scale |
| freqToStr | Frequency abbreviation to name |
| getIncept | Utility to get inception from time-seires |
| netFee | Net a constant fee from a time-series |
| nUpDown | Count of positive or negative observations in a vector |
| omegaCalc | Utility to calculate omega ratio |
| omegaRatio | Omega ratio |
| portFromExcel | Create Portfolio Object from Excel Template |
| priceToRet | Price to Return |
| retToPrice | Return to Price |
| rollBeta | Calculate Rolling Beta of 2 time-series |
| sharpeRatio | Sharpe ratio |
| sortinoRatio | Sortino ratio |
| standardCmeId | Stanardize CME IDs |
| tblContrToRet | Table: constituent contribution to portfolio return |
| tblPortBeta | Table: portfolio constituent beta(s) |
| tblPortRet | Table Portfolio and Constituent Returns |
| trackingError | Tracking error |
| trunTimeSeries | Truncate time-series |
| wealthIndex | Calculate Wealth Index |
