API for benSepanski/pfselect
| Global functions | |
|---|---|
| aggregate_price_and_mean_windows | Man page Source code |
| aggregated_windows_var_to_matrix | Man page Source code |
| backtest_LOAD | Man page Source code |
| backtest_best_stock | Man page Source code |
| backtest_buyandhold | Man page Source code |
| backtest_exponential_gradient | Man page Source code |
| backtest_market | Man page Source code |
| backtest_online_newton_step | Man page Source code |
| backtest_strategy_args | Source code |
| backtest_strategy_return | Source code |
| backtest_universal_portfolio | Man page Source code |
| check_LOAD_args | Source code |
| check_strategy_args | Source code |
| compute_historical_price_mean_matrix | Man page Source code |
| compute_historical_price_means | Man page Source code |
| compute_price_matrix_from_relatives | Man page Source code |
| compute_price_relatives_eigen | Man page Source code |
| compute_price_relatives_whitener | Man page Source code |
| compute_prices_from_relatives | Man page Source code |
| evaluate_cumulative_wealth | Man page Source code |
| evaluate_daily_return | Man page Source code |
| evaluate_momentum_at_window | Man page Source code |
| evaluate_momentum_predict_price | Man page Source code |
| evaluate_signed_momentum_at_window | Man page Source code |
| evaluate_unsigned_momentum | Man page Source code |
| get_investing_data | Man page Source code |
| get_return_from_trade | Man page Source code |
| get_windows | Source code |
| is_numeric_matrix | Source code |
| is_numeric_vector | Source code |
| is_whole_number | Source code |
| msci | Man page |
| msci_link | Man page Source code |
| nyse_n | Man page |
| nyse_o | Man page |
| predict_momentum_LOAD | Man page Source code |
| predict_momentum_pocket | Man page Source code |
| predict_price_LOAD | Man page Source code |
| predict_window_momentum_LOAD | Man page Source code |
| price_adjusted_portfolio | Man page Source code |
| project_to_simplex | Source code |
| project_to_simplex_A_norm | Source code |
| rdirichlet_onehalf | Source code |
| rebase_agg_windows | Man page Source code |
| regularized_pocket | Man page Source code |
| rescale_to_price_over_mean | Man page Source code |
| rollify | Source code |
| rollify_dbl | Source code |
| sp500 | Man page |
| tse | Man page |
| uniform_portfolio | Source code |
| validate_portfolio | Source code |
| validate_portfolio_matrix | Source code |
