| applyWeights | Apply a set of weights to the columns of an xts object. |
| breakoutSignal | Compute a 'breakout' momentum signal over the specified... |
| divRatio | Compute the Diversification Ratio for a portfolio. |
| expectationPlot | Plot a manager track record with ex-ante expection bounds. |
| getAngle | Return the angle between to vectors, u and v. |
| getData | A wrapper for getSymbols that can handle lists of tickers. |
| hitRatio | Compute the hit ratio of single or the difference between two... |
| KCOrtho | Orthogonalize a set of factors with respect to all other... |
| loadingsPlot | Plot coefficients from a linear (or other) model. |
| maCrossoverSignal | Compute a moving average cross-over momentum signal. |
| makeEigenAssets | Create a time series of synthetic assets built from principal... |
| makeExcessReturns | Take a set of asset returns and subtract the benchmark... |
| makeGrossReturns | Compute gross returns from net returns and a fee structure. |
| makeIndex | Convert a return series into a cumulative wealth index... |
| makeNoise | Create a set of returns in xts format that follow a specified... |
| makeXTS | Convert a dataframe of returns to xts format. |
| orthogonalize | Orthogonalize a set of factors with respect to some... |
| orthogonalize_all | Orthogonalize a set of factors with respect to all other... |
| pcaFlip | Flip the signs on eigen vectors so that PC1 is positive. |
| plotCovEllipse | Plot covariance elispe between a and b with marginal... |
| portfolioVol | Compute portfolio volatility from a set of returns. |
| predictionError | Calculate the RMSE (Root Mean Squared Error) of a prediction... |
| repCol | Form a matrix based on repeating a column x, n times. |
| repRow | Repeat the rows of a matrix n times. |
| scrubNames | Scrub the fund or asset names from an xts object and replace... |
| sdAutoCor | Calculate an approximate standard deviation of returns that... |
| simpSignal | Compute a buy/sell momentum signal based on the specifed look... |
| tickersToXTS | Convert a character list of tickers to an xts object. |
| volAdjust | Scale an xts object of returns to a target volatility. |
| wtdAvgVol | Compute the weighted average volatility of assets in a... |
| xtsAlign | Align one xts object to another without merging them. |
| xtsApply | An apply method for xts objects. |
| xtsMultiMerge | Merge multiple xts objects without going through zoo... |
| xtsToDataFrame | Convert and xts object to a data frame, suitable for use in... |
