Man pages for helenristov/aCompiler
What the package does (short line)

adf.testCalculates ADF Stationarity Test
AroonCalculates the Aroon oscillator and outputs a signal for buy...
calcBidAsk.EdgeCalculates Perceived Market Edge
CalcCovarInfoCalculates Covariates for EQPos and Risk Redux Calcs
calcDriftCalculates a drift measure for a price series
calcEff.BidAskCalculates Effective Bid Ask Prices
CalcEQPosCalculates Equivalent Positions Based on an Outright...
calcMarket.MeasuresCalculates Standard Market Micro-Structures (WMP, MP,...
Calc.OHLCCreates an Open, High, Low, Close time-series for a given...
calcPC.VectorCreate PC Component Variable
calcPSICalculates the population stability index for two sample...
calcRangeCalculates the range of a spread computed by percentile bands...
CalcRiskReduxCalculates Amount of Risk Reduced Based on an Outright...
calcSemiVarCalculates the SemiVariance of Price Series
Calc.Sinusoidal.FVCalculates a low amplitude sinusoidal regression based on a...
Calc.SMACreates start and end datetimes for pullling data
Calc.Sweep.Vol.PerCalculate the Inflation Factor From Market Sweeps.
calcTradeVolumeCreates a time-series of the traded volumes for a given time...
CalcVarCalculates Variances for Different Contract Types Based on an...
calcVolCalculates the volatility of a spread
Calc.VolumesCreates a time-series of the traded volumes for a given time...
Calc.VWAPCreates a VWAP series for a given contract
convergenceMetricsConvergence test based on a disjoint distance from the limit...
CSCov2ORCovTransform Calendar Spread Covariance to Outright Covariance
dataPullDatesCreates start and end datetimes for pullling data
ewmaVolCalculates the Exponential Weighted Moving Average volatilty
generatePortfolioGenerates a portfolio for a given list of assets
getKalmanFittedComputes the Kalman Filter model values using the DLM...
IncrCaptureIncr Capture
IncrCounterIncr Counter
IncrPerWindowCalculates the number of increments for a specified window of...
IncrScalpProfitVolatilty Scalp Profit
numClustersCalculates the optimal number of clusters using a cluster R^2...
OR2CSCovOutright to Calendar Spread Covariance Converter
pBandsCalculates the pband levels on a spread price series
PCA_CreateCreate PCA Matrix
ScalpFVIndCreates the indicator for a Spread Scalping Strategy
sinusoidalFitFits a sinusoidal curve to a time-series object
TradeVolumeVolAdjust Volatility based on Liquidity (Daily Traded Volume)
Vol.ImbalanceCalculates A Volume Imbalance Trigger from Buy and Sell Raw...
helenristov/aCompiler documentation built on Sept. 6, 2017, 12:25 a.m.