bdh_1fld | casts a bloomberg download |
bench_fun | benchmark returns calculator eq_rets = zoo of equity returns... |
contr | contribution |
contr_bench_ETF | contribution by benchmark for the ETF-based positions |
contr_bench_IDX | contribution by benchmark for the Index-based positions |
contr_class | contribution by asset class |
contr_lt | long-term contribution |
contr_lt_class | contribution by asset class |
contr_model | contribution for a model portfolio |
contr_model_no_rebal | contribution for a model portfolio w/ no rebalances |
contr_name | contribution by security name |
contr_sector | contribution by sector |
contr_tr | contribution trade |
contr_trade_cl | contribution for closed positions |
contr_trade_op | contribution for open positions |
contr_trades | contribution by trades |
cum_returns | cumulative returns |
daily_fun | daily series |
earliest_common | earliest common returns |
forceround0 | force round to 0 decimals |
forceround1 | force round to 1 decimals |
forceround2 | force round to 2 decimals |
inception | since inception returns |
model_fun | create return series from a model vsn is for ETF, NAV, price... |
model_fun_no_rebal | identical to model_fun, except does not rebalance |
mtd | month to date return |
naplace | replace NAs |
naplace_zoo | replace NAs for a zoo series |
perf_shrink | APX to R conversion |
perf_shrink_factsheet | APX to R conversion with EOD weights for factsheets |
qtr | quarter to date retrurn |
quarter_fun | quarterly series |
reader | specific to the .prf and .prb files from APX; clears the... |
reader_sec | specific to the .pse files from APX; clears the header |
ret_from_idx | returns from any index |
ret_roll | trailing rolling returns |
ret_roll_fwd | forward rolling returns |
ret_roll_mo | trailing rolling returns does NOT annualize long or short... |
ret_roll_mo_ann | trailing rolling returns annualize long term, leave short... |
ret_roll_mo_ann_all | trailing rolling returns annualize long and short term |
ret_to_idx | returns from to index, starting at 100 |
rounder | round to n number of digits, 2 by default |
sd_roll | trailing rolling standard deviations, for a daily series |
sd_roll_mo | trailing rolling standard deviations, for a monthly series |
xyear | variable year return for a daily series, end of month |
xyear_m | variable year return for a monthly series |
xyear_sd | variable year standard deviation for a daily series, end of... |
xyear_sd_m | variable year standard deviation for a daily series, monthly... |
ytd | year to date return |
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