Man pages for hyunyulhenry/HenryQuant
Favorite R Functions for Henry's Quantopia <http://henryquant.blogspot.kr/>

adj_outlierCorrects data located in outlier.
arrange_KOR_fsArrange all listed firm's financial statement data in US...
arrange_US_fsArrange all listed firm's financial statement data in US...
asset_dataGloal Asset Return Data
french_libraryDownload Factor Data of French Library
F_Score_USCalcaulte F-Score of US Firm
F_Score_value_USReturn Low Valuation Firm within specific F-Score Firm in U.S
get_kor_fsDownload all listed firms financial statement data in korea...
get_KOR_fs2Download all listed firms financial statement data in korea...
get_KOR_priceDownload all listed firm's price in Korea Markets.
get_KOR_tickerDownload all listed firm's ticker in KOREA Markets.
get_mom_strengthGet Strength of Momentum
get_TableA function for organizing the names of tickers and items...
get_US_fsDownload all listed firm's financial statement data in US...
get_US_priceDownload all listed firm's price in US Markets.
get_US_tickerDownload all listed firm's ticker in US Markets.
ipakDownload & Load Packages
kor_smartbetaSmart Beta ETF list in Korea Market
library_listList of French Library Data
Rank.ICCalculate Cumulative Return Series
reb_pointReturn Rebalancing Point by Period
Return.CumSeriesCalculate Cumulative Return Series
Return.portfolio.cutBased on Return.portfolio function, it adds loss cut...
Return.resultCalculate returns & turnover for a portfolio of assets
Return.statsStatistics of Portfolio Return & Risk
roll_corCalculate & Plot Rolling Correlation for two assets.
wt_maxdivMaximum Diversification Portfolio
wt_minvolMinimum Volatility Portfolio
wt_normalMarket Cap Weighted & Equal Weighted Portfolio
wt_RiskBudgetRisk Budget Portfolio
yr_plotPlot Yearly Return
hyunyulhenry/HenryQuant documentation built on June 7, 2018, 8:42 p.m.