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 |
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