Man pages for chriszheng2016/zstmodelr
zstmodelr - Stock factors Models for China Stock Market Investment

build_reportBuild report from template
build_sort_portfoliosBuild sort portfoilos basing on group list of stocks
clean_extremes_madClean extremes by MAD method
clean_extremes_sigmaClean extremes by normal sigma method
close_stock_dbClose the stock database
code2nameTranslate code into name
code_name_listClass creator of code_name_list class
composite_factorBuild composite factor by aggregating related factors
factors_weight_equalCompute factors weight for compositing factor by equal-weight...
factors_zscoreCompute z-scores of facotrs dataset
factor_test_ICCreator of factor_test_IC class
factor_test_sort_portfoliosCreator of factor_test_sort_portfolios class
factor_test_uniregressCreator of factor_test_unigress class
fetch_table_datasetFetch many datasets from stock_db
get_assets_returnGet assets return from market and stocks return
get_factor_indicatorGet factor indicator timeseries from stock_db
get_factors_infoGet factors Info from stock_db
get_market_returnGet market return timesereis from stock_db
get_stock_datasetGet a dataset of a list of stock_cd from a table in stock_db
get_stock_returnGet stock return timeseries from stock_db
get_table_datasetGet adataset from a table in stock_db
gta_dbCreator of gta_db class
helloHello, World!
industry_name_list.gta_dbCreate a industry_name_list for a database of gta_db class
init_stock_dbInit param of stock db
list_stock_tablesList all tables of stcok_db
model_build_fundamentalCreator of factor_test_unigress class
name2codeTranslate name into code
normalizeNormalize a vector of data
normalize_factorsNormalize the factors dataset
open_stock_dbOpen stock database
reexportsObjects exported from other packages
standardize_normal_scaleStandardize data vector by applying normal scale method
standardize_rank_scaleStandardize data vector by applying rank scale method
stock_dbsubclass object factory of stock_db class
stock_db_operationGeneric function for stock_db Generic function of operating...
stock_field_list.gta_dbCreate a stock_filed_list for a database of gta_db class
stock_name_list.gta_dbCreate a stock_name_list for a database of gta_db class
ts_asfreqUtility Frequency Conversion Method of Setting Frequncey of...
ts_lagCompute a lagged version of Timeseries
ts_resampleUtility Frequency Conversion Method of Resamping Timeseries
weight_formulaBuild aggregating formula of composite factor
zscore_filter_stocksFilter stocks by facotrs z-score
zstmodelrzstmodelr: A package for building analysis model for China...
chriszheng2016/zstmodelr documentation built on June 17, 2018, 7:57 p.m.