API for alejandro-sotolongo/InvestR
Collection of functions for quantitative investment analysis
| Global functions | |
|---|---|
| .calc_absorp_wrap | Source code |
| .calc_turb_wrap | Source code |
| .calc_vol_wrap | Source code |
| .change_vec_na | Source code |
| .down_vol_wrap | Source code |
| .drawdown_calc | Source code |
| .mahal | Source code |
| .na_price | Man page Source code |
| .na_ret | Man page Source code |
| .omega_ratio_wrap | Source code |
| .return_xts | Man page Source code |
| busday | Man page Source code |
| cal_time | Man page Source code |
| calc_absorp | Source code |
| change_freq | Man page Source code |
| change_freq_na | Man page Source code |
| combine_xts | Man page Source code |
| cum_ret | Source code |
| default_equity_scenario | Source code |
| down_vol | Source code |
| download_fred | Man page Source code |
| download_french | Man page Source code |
| download_french_rf | Source code |
| download_russell | Source code |
| download_shiller | Source code |
| download_tiingo | Man page Source code |
| drawdown | Source code |
| ewma_cov | Source code |
| excess_cov | Source code |
| excess_ret | Man page Source code |
| f_num | Source code |
| f_num_per | Source code |
| f_percent | Source code |
| fill_na_price | Man page Source code |
| fill_na_ret | Man page Source code |
| filter_na_col | Source code |
| find_drawdowns | Source code |
| forecast_ra | Source code |
| freq_to_scaler | Man page Source code |
| geo_ret | Source code |
| hello | Man page |
| kbl_mv_reg | Source code |
| mrf | Source code |
| mv_reg | Source code |
| na_col_filter | Source code |
| omega_ratio | Source code |
| pca_cov | Source code |
| pca_hclust | Source code |
| price_to_ret | Man page Source code |
| read_research_affiliates | Source code |
| ret_to_price | Man page Source code |
| risk_cluster_wgt | Source code |
| roll_absorp | Source code |
| roll_forward_ret | Source code |
| roll_style_analysis | Source code |
| roll_style_analysis_with_na | Source code |
| roll_turb | Source code |
| roll_vol | Source code |
| sharpe_ratio | Source code |
| sortino_ratio | Source code |
| style_analysis | Source code |
| tbl_cal_perf | Source code |
| tbl_drawdowns | Source code |
| tbl_month_ret | Source code |
| tbl_mv_reg | Source code |
| tbl_perf_stat | Source code |
| tbl_quantile | Source code |
| tbl_risk_quantile | Source code |
| test_track_error | Source code |
| track_error_min_qp | Source code |
| trunc_df | Source code |
| trunc_xts | Man page Source code |
| up_down_capt | Source code |
| viz_capm | Source code |
| viz_capm_period | Source code |
| viz_comp_2_ret | Source code |
| viz_corr | Source code |
| viz_dendro | Source code |
| viz_drawdown | Man page Source code |
| viz_factor_ret | Source code |
| viz_pca | Source code |
| viz_pdf | Source code |
| viz_pdf_risk | Source code |
| viz_perf | Man page Source code |
| viz_ret_worst_dd | Source code |
| viz_roll_style | Source code |
| viz_style | Source code |
| viz_style_drift | Source code |
| vol | Source code |
| xts_to_dataframe | Source code |
| xts_to_list | Source code |
| zscore_win | Source code |
