API for alejandro-sotolongo/InvestmentSuite
Investment Asset and Portfolio Time-Series Analysis

Global functions
.quantile_stable Source code
.rank_last_observation Man page Source code
.return_vec_fill_na Source code
.stable_fit Source code
.subset_direction Source code
.zscore Source code
absorp_ratio Man page Source code
ann_vol Man page Source code
auto_reb_wgt Man page Source code
cal_ret Man page Source code
cal_time Man page Source code
change_freq Man page Source code
chart_capm Source code
chart_line Man page Source code
chart_pca Man page Source code
chart_up_down_capt Source code
check_freq Man page Source code
check_time_series Man page Source code
check_y_param Man page Source code
combine_time_series Man page Source code
contr_to_ret Man page Source code
cov_wgt_avg Man page Source code
crit_line_algo Source code
df_to_kable Man page Source code
down_beta Source code
down_capture Man page Source code
down_vol Man page Source code
download_fred Man page Source code
download_french Man page Source code
download_shiller Man page Source code
download_tiingo Man page Source code
drawdown Man page Source code
excess_mean Man page Source code
excess_ret Man page Source code Source code
excess_ret_bool Man page Source code
fNum Man page Source code
fPercent Man page Source code
find_drawdowns Man page Source code
freq_to_scale Man page Source code
freq_to_string Man page Source code
fund_beta Man page Source code
fund_corr Man page Source code
geo_ret Man page Source code
guess_freq Man page Source code
info_ratio Man page Source code
init_cla Source code
mv_reg Man page Source code
omega_ratio Man page Source code
pca_cov Man page Source code
pca_hclust Man page Source code
price_fill_na Man page Source code
price_to_ret Man page Source code
read_research_affiliates Source code
rebal Man page Source code
reg_fit_table Man page Source code
ret_to_price Man page Source code
return_fill_na Man page Source code
roll_absorp_ratio Man page Source code
roll_beta Source code
roll_excess_mean Source code
roll_mean Source code
roll_vol Source code
run_reg Man page Source code
sharpe_ratio Man page Source code
sortino_ratio Man page Source code
stat_mode Man page Source code
sub_mat Source code
tbl_cal_perf Man page Source code
tbl_cov Man page Source code
tbl_perf_summary Man page Source code
tidy_ret Man page Source code
tracking_error Man page Source code
trunc_time_series Man page Source code
untidy_ret Man page Source code
up_beta Source code
up_capture Man page Source code
val_at_risk Man page Source code
worst_drawdowm Man page Source code
worst_n_drawdowns Man page Source code
xts_to_dataframe Man page Source code
zscore_win Man page Source code
alejandro-sotolongo/InvestmentSuite documentation built on Jan. 19, 2020, 5:20 p.m.