Man pages for christianbitter/cbFinance
CBFinance - a collection of experiments on using R for financial data analysis.
| annualized_volatility | Risk |
| arithmetic_return | Returns |
| compound | Compounding and Discounting |
| conditional_sharpe_ratio | Risk |
| discount | Compounding and Discounting |
| effective_rate | Compounding and Discounting |
| excess_return | Returns |
| expected_annual_return | Returns |
| expected_return | Returns |
| expected_shortfall | Risk |
| future_value | Cashflows |
| geometric_mean_returns | Returns |
| geometric_return | Returns |
| log_return | Returns |
| longest_loss_period | Risk |
| max_drawdown | Risk |
| mean_arithmetic_return | Returns |
| present_value | Cashflows |
| random_walk | Returns |
| risk_premium | Returns |
| semideviation | Risk |
| sharpe_ratio | Risk |
| simple_return | Returns |
| sortino_ratio | Risk |
| value_at_risk | Risk |
| volatility | Risk |
