API for algoquant/HighFreq
High Frequency Time Series Management

Global functions
SPY	Man page
agg_ohlc	Man page Source code
agg_stats_r	Man page Source code
back_test	Man page Source code
calc_covar	Man page Source code
calc_cvar	Man page Source code
calc_eigen	Man page Source code
calc_eigenp	Man page Source code
calc_endpoints	Man page Source code
calc_hurst	Man page Source code
calc_hurst_ohlc	Man page Source code
calc_inv	Man page Source code
calc_invrec	Man page Source code
calc_invref	Man page Source code
calc_invsvd	Man page Source code
calc_kurtosis	Man page Source code
calc_lm	Man page Source code
calc_mean	Man page Source code
calc_ranks	Man page Source code
calc_ranks_stl	Man page Source code
calc_reg	Man page Source code
calc_scale	Man page Source code
calc_skew	Man page Source code
calc_startpoints	Man page Source code
calc_var	Man page Source code
calc_var_ag	Man page Source code
calc_var_ohlc	Man page Source code
calc_var_ohlc_ag	Man page Source code
calc_var_ohlc_r	Man page Source code
calc_varvec	Man page Source code
calc_weights	Man page Source code
decode_it	Man page Source code
diff_vec	Man page Source code
diffit	Man page Source code
encode_it	Man page Source code
hf_data	Man page
lag_vec	Man page Source code
lagit	Man page Source code
lik_garch	Man page Source code
mult_mat	Man page Source code
mult_mat_ref	Man page Source code
ohlc_returns	Man page Source code
ohlc_sharpe	Man page Source code
ohlc_skew	Man page Source code
ohlc_variance	Man page Source code
param_portf	Man page Source code
param_reg	Man page Source code
push_cov2cor	Man page Source code
push_covar	Man page Source code
push_eigen	Man page Source code
push_sga	Man page Source code
random_ohlc	Man page Source code
random_taq	Man page Source code
remove_dup	Source code
remove_jumps	Man page Source code
roll_apply	Man page Source code
roll_backtest	Man page Source code
roll_conv	Man page Source code
roll_count	Man page Source code
roll_hurst	Man page Source code
roll_kurtosis	Man page Source code
roll_mean	Man page Source code
roll_moment	Man page Source code
roll_ohlc	Man page Source code
roll_reg	Man page Source code
roll_scale	Man page Source code
roll_sharpe	Man page Source code
roll_skew	Man page Source code
roll_stats	Man page Source code
roll_sum	Man page Source code
roll_sumep	Man page Source code
roll_sumw	Man page Source code
roll_var	Man page Source code
roll_var_ohlc	Man page Source code
roll_varvec	Man page Source code
roll_vwap	Man page Source code
roll_zscores	Man page Source code
run_autocovar	Man page Source code
run_covar	Man page Source code
run_max	Man page Source code
run_mean	Man page Source code
run_min	Man page Source code
run_reg	Man page Source code
run_scale	Man page Source code
run_var	Man page Source code
run_var_ohlc	Man page Source code
run_zscores	Man page Source code
save_rets	Man page Source code
save_rets_ohlc	Man page Source code
save_scrub_agg	Man page Source code
save_taq	Man page Source code
scrub_agg	Man page Source code
scrub_taq	Man page Source code
season_ality	Man page Source code
sim_ar	Man page Source code
sim_df	Man page Source code
sim_garch	Man page Source code
sim_ou	Man page Source code
sim_portfoptim	Man page Source code
sim_schwartz	Man page Source code
which_extreme	Man page Source code
which_jumps	Man page Source code