Files in christianbitter/cbFinance
CBFinance - a collection of experiments on using R for financial data analysis.
.Rbuildignore
.gitignore
DESCRIPTION
NAMESPACE
R/cashflow.R
R/principal.R
R/random_walk.R
R/returns.R
R/risk.R
README.md
cbFinance.Rproj
inst/data/AMZN_2010-12-31_to_2014-01-01.csv
inst/data/F-F_Research_Data_Factors_monthly.csv
inst/data/F-F_Research_Data_Factors_yearly.csv
inst/data/IBM_2010-12-31_to_2013-12-31.csv
inst/data/IBM_2010-12-31_to_2014-01-01.csv
inst/data/MSFT_2010-12-31_to_2013-12-31.csv
inst/data/MSFT_2010-12-31_to_2014-01-01.csv
inst/data/MSFT_2020.csv
inst/data/SP500_2010-12-31_to_2013-12-31.csv
inst/data/SP500_2010-12-31_to_2014-01-01.csv
inst/data/TSLA_2010-12-31_to_2013-12-31.csv
inst/data/amzn_2010-12-31_to_2013-12-31.csv
inst/examples/AFDaIFMUR/ADaIFMUR_0100_-_getting_the_data.R
inst/examples/AFDaIFMUR/ADaIFMUR_0115_-_analyzing_capital_gains.R
inst/examples/AFDaIFMUR/ADaIFMUR_01161_-_simple_moving_average.R
inst/examples/AFDaIFMUR/ADaIFMUR_01162_-_bollinger_bands.R
inst/examples/AFDaIFMUR/ADaIFMUR_01163_-_RSI.R
inst/examples/AFDaIFMUR/ADaIFMUR_0201_-_price_returns.R
inst/examples/AFDaIFMUR/ADaIFMUR_0202_-_total_returns.R
inst/examples/AFDaIFMUR/ADaIFMUR_0203_-_log_returns.R
inst/examples/AFDaIFMUR/ADaIFMUR_0204_-_cumulating_returns.R
inst/examples/AFDaIFMUR/ADaIFMUR_0205_-_price_vs_total_returns.R
inst/examples/AFDaIFMUR/ADaIFMUR_0206_-_other_intervals.R
inst/examples/AFDaIFMUR/ADaIFMUR_0207_-_multiple_securities.R
inst/examples/AFDaIFMUR/ADaIFMUR_0301_-_portfolio_returns.R
inst/examples/AFDaIFMUR/ADaIFMUR_0302_-_matrix_algebra.R
inst/examples/AFDaIFMUR/ADaIFMUR_0302_-_mean_returns.R
inst/examples/AFDaIFMUR/ADaIFMUR_0302_-_portfolio_returns_tidyquant.R
inst/examples/AFDaIFMUR/ADaIFMUR_0303_-_ew_benchmark_portfolio_returns.R
inst/examples/AFDaIFMUR/ADaIFMUR_0303_-_vw_benchmark_portfolio_returns.R
inst/examples/AFDaIFMUR/ADaIFMUR_0401_-_fama_french_data.R
inst/examples/AFDaIFMUR/ADaIFMUR_0401_-_risk_return_tradeoff.R
inst/examples/AFDaIFMUR/ADaIFMUR_0402_-_individual_security_risk.R
inst/examples/AFDaIFMUR/ADaIFMUR_0402_-_individual_security_risk_tidyquant.R
inst/examples/AFDaIFMUR/ADaIFMUR_04031_-_two_assets_matrix.R
inst/examples/AFDaIFMUR/ADaIFMUR_04032_-_two_assets_tidyquant.R
inst/examples/AFDaIFMUR/ADaIFMUR_04033_-_multiple_assets_matrix.R
inst/examples/AFDaIFMUR/ADaIFMUR_0403_-_two_assets.R
inst/examples/AFDaIFMUR/common.R
inst/examples/ML4AT/C7_-_Linear_Models/01_linear_regression_intro.R
inst/examples/ML4AT/C7_-_Linear_Models/02_fama_macbeth.R
inst/examples/QPoIwR/chapter_6.R
inst/examples/QPoIwR/chapter_7.R
inst/examples/QPoIwR/chapter_8.R
man/annualized_volatility.Rd
man/arithmetic_return.Rd
man/compound.Rd
man/conditional_sharpe_ratio.Rd
man/discount.Rd
man/effective_rate.Rd
man/excess_return.Rd
man/expected_annual_return.Rd
man/expected_return.Rd
man/expected_shortfall.Rd
man/future_value.Rd
man/geometric_mean_returns.Rd
man/geometric_return.Rd
man/log_return.Rd
man/longest_loss_period.Rd
man/max_drawdown.Rd
man/mean_arithmetic_return.Rd
man/present_value.Rd
man/random_walk.Rd
man/risk_premium.Rd
man/semideviation.Rd
man/sharpe_ratio.Rd
man/simple_return.Rd
man/sortino_ratio.Rd
man/value_at_risk.Rd
man/volatility.Rd
other/SaFDAfFE_-_04.qmd
other/capm_beta.R
other/compare.R
other/kde.R
other/portfolio.R
other/portfolio_returns.R
other/portfolio_risk.R
other/utility.R
tests/testthat.R
tests/testthat/test-compound.R
tests/testthat/test-principal.R
tests/testthat/test-returns.R
tests/testthat/test-risk.R
