AcctReturns | Calculate account returns |
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 |
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. |
IBM | IBM stock price data for one month |
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... |
pennyPerShare | Example TxnFee cost function |
perTradeStats | calculate flat to flat per-trade statistics |
PortfReturns | Calculate portfolio instrument returns |
put.account | put a account object in .blotter env |
put.portfolio | put a portfolio object in .blotter env |
tradeQuantiles | quantiles of per-trade stats |
tradeStats | calculate statistics on transactions and P&L for a symbol or... |
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... |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.