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

adj_outlierCorrects data located in outlier.
asset_dataGloal Asset Return Data
cran_pkg_trendDownload number of packages listed at CRAN
get_kor_fsDownload all listed firms financial statement data in korea...
get_KOR_priceDownload all listed firm's price in Korea Markets.
get_KOR_sectorDownload the components of WICS standard 10 sectors.
get_KOR_tickerDownload all listed firm's ticker in KOREA Markets.
get_priceDownload individual firm's price in Korea Markets.
get_recent_bizdayGet Recent Business day in Korea Stock Market
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
K.ratioCaculated Zephyr K-Ratio
plot_cumulativePlot Cumulative Return
plot_drawdownPlot Drawdown
plot_linePlot Line
plot_StackedBarPlot Stacked Barchart
plot_yearlyPlot yearly Return
Rank.ICCalculate Cumulative Return Series
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
hyunyulhenry/HenryQuant documentation built on Nov. 15, 2019, 2:28 a.m.