| ABC | Prices of random security ABC for a full trading day. |
| AcctReturns | Calculate account returns |
| acOptTxns | The Almgren-Chriss Market Impact Model |
| addAcctTxn | Add capital account transactions, such as capital additions... |
| addDiv | Add cash dividend transactions to a portfolio. |
| addPortfInstr | add an instrument to a portfolio |
| addTxn | Add transactions to a portfolio. |
| amzn | Hypothetical Intra-Day AMZN Trades |
| ArrivalCost | Arrival Cost |
| benchTradePerf | Trade Execution Performance Benchmarks |
| benchTradeStats | Trade Execution Performance Benchmarks Statistical Testing |
| blotter-package | Tools for Transaction-Oriented Trading Systems Development |
| calcPortfWgt | Calculates the portfolio weights for positions within a given... |
| calcPosAvgCost | Calculates the average cost of a resulting position from a... |
| calcTxnAvgCost | Calculates a per share or per contract cost of the... |
| calcTxnValue | Calculates the total value of a transaction or trade |
| chart.ME | Chart Maximum Adverse/Favorable Excursion |
| chart.Posn | Chart trades against market data, position through time, and... |
| chart.Reconcile | Chart trades against market data, position through time, and... |
| chart.Spread | Charts the transaction series, positions, and P&L of a spread... |
| dailyTxnPL | generate daily Transaction Realized or Equity Curve P&L by... |
| extractTxns | Extract transactions from a portfolio |
| getAccount | Get an account object from the .blotter environment |
| getByPortf | get attributes from each portfolio in an account |
| getBySymbol | Retrieves calculated attributes for each position in the... |
| getEndEq | Retrieves the most recent value of the capital account |
| getPortfAcct | get a protfolio in an account |
| getPortfolio | get a portfolio object |
| getPos | Retrieves all information about the position as of a date |
| getPosAvgCost | Retrieves the most recent average cost of the position |
| getPosQty | gets position at Date |
| getTxns | Retrieve transactions and their attributes. |
| hist.mcsim | hist method for objects of type 'mcsim' |
| hist.txnsim | hist method for objects of type 'txnsim' |
| IBM | IBM stock price data for one month |
| impShortfall | Implementation Shortfall (IS) |
| IndexAdjustedCost | Index Adjusted Cost |
| IndexCost | Index Cost |
| initAcct | Constructs the data container used to store calculated... |
| initPortf | Initializes a portfolio object. |
| initPosPL | initializes position P&L for a portfolio instrument |
| initSummary | initialize the summary table used in portfolio and account... |
| initTxn | Constructs the data container used to store transactions and... |
| is.account | generic is.function for account, will take either a string or... |
| is.portfolio | generic is.function for portfolio, will take either a string... |
| iStarPostTrade | The Kissell-Malamut _I-Star_ Market Impact model |
| iStarSensitivity | I-Star model sensitivity analysis |
| mcsim | Monte Carlo simulate strategy results |
| pennyPerShare | Example TxnFee cost function |
| perTradeStats | calculate trade statistics for round turn trades. |
| plot.iStarEst | Plot method for object of type 'iStarEst' |
| plot.iStarSens | Plot method for object of type 'iStarSens' |
| plot.mcsim | plot method for objects of type 'mcsim' |
| plot.txnsim | plot method for objects of type 'txnsim' |
| plot.txnsPerf | Plot method for object of type 'txnsPerf' |
| PortfReturns | Calculate portfolio instrument returns |
| print.txnsStats | Print method for object of class 'txnsStats' |
| put.account | put a account object in .blotter env |
| put.portfolio | put a portfolio object in .blotter env |
| quantile.mcsim | quantile method for objects of type 'mcsim' |
| quantile.txnsim | quantile method for objects of type 'txnsim' |
| summary.mcsim | summary and print methods for objects of type 'mcsim' |
| summary.txnsim | summary and print methods for objects of type txnsim |
| summary.txnsPerf | Summary method for object of type 'txnsPerf' |
| tradeQuantiles | quantiles of per-trade stats |
| tradeStats | calculate statistics on transactions and P&L for a symbol or... |
| trdPrcPerf | Trading Price Performance |
| txnsim | Monte Carlo analysis of round turn trades |
| txnsim.portfs | convenience function to generate portfolios for txnsim... |
| txnsim.portnames | helper function for generating txnsim portfolio names |
| txnsim.txns | convenience function to create transactions from txnsim... |
| updateAcct | Constructs the equity account calculations from the portfolio... |
| updateEndEq | update ending equity for an account |
| updatePortf | update Portfilio P&L over a Dates range |
| updatePosPL | Calculates position PL from the position data and... |
