| acf_highmoments | Plot the higher moment auto-correlations and their... |
| backtest_opt | Function to backtest a periodically optimized portfolio... |
| backtest_quality | Compute the quality of a price forecast using backtest... |
| bubbleweights | Generate a bubble plot of asset weights. |
| cumsum_na | Compute cumulative sums or products and ignores NAs. |
| dual_momentum | Implements the dual momentum strategy as implied by... |
| emptyxts | Create an empty xts matrix filled with NAs |
| find_outliers | Find outliers in a distribution and optionally removes them |
| flip_xtslist | Flips the elements of a list of xts with the elements of the... |
| fnamestamp | Extends a file name with a datetime stamp. |
| funapply | Apply a function to an xts using multiple rolling windows. |
| getname | Get the name of an object |
| interpolate_returns | Interpolate returns in a time series containing NAs. |
| jdanalyze | Function to analyze the predictive power of a joint... |
| jdplot | Function to visualize the predictive power of a joint... |
| load_parameters | Loads parameters from an excel file to spawn multiple... |
| make_bench | Create an asset benchmark timer from a standard indicator and... |
| make_colors | Make a nice color palette appropriate for plotting functions |
| make_equitycurve | Builds equity curves based on a daily timer and a set of... |
| make_featurecurve | Convert a matrix of features into a corresponding set of... |
| make_featuremat | Generate a predictor xts matrix to use with a Machine... |
| make_features | Generates a list of features from a universe of assets |
| make_mltimer | Converts the output list of a machine learning predictor into... |
| make_synthetic | Creates a synthetic time series by adding white Gaussian... |
| make_timer | Create an asset timer from an indicator. |
| make_transform | Make simple transformations of an xts matrix |
| mget_symbolData | Get close price and additional data for multiple symbols. |
| mget_symbols | Get multiple symbols and store in a single xts matrix |
| mirrorbarplot | Function to create a mirrored bar plot. This is two overlaid... |
| perfstats | Compute performance statistics on equity curves |
| periods_in_class | Cumulatively counts the periods since the latest prediction |
| plot_df | Plot a data frame or xts matrix to plotting device |
| plot_performance | Generate combination plots to illustrate portfolio... |
| plot_rsquare | Scatterplot of a regressed predictor vs. actual to visualize... |
| pngfile | Function to ease the creation of a png graphic file |
| predictor_cor | Analyzes correlations between an asset and a predictor... |
| predictor_stats | Predictive statistics of a classifier or a market timer |
| Qscore | Calculate the Quality score of a prediction |
| rand_port | Generates N random portfolios based on an asset universe |
| rawreturns | Compute the raw returns on an xts of prices |
| Rcolors | Plots a map of the default colors for easy reference |
| rebalance | Periodic portfolio rebalance to a given set of weights |
| recycle | Recycle a data object and truncate to a length of N. |
| recycle_better | Recycle a vector using names and smart rules |
| roll_bootstrap | Generates a rolling window bootstrap index vector to... |
| rollcor | Rolling correlation of one or multiple features vs. a target... |
| rounded_sum | Round a vector of numbers such that their sum stays. |
| save_Rdata | Save an object to an .Rdata file with dateTime stamp and file... |
| split_vector | Split a vector into chunks of size k. |
| splot | Simple scatterplot of two xts matrices with linear... |
| sprint | Print to console using C-like sprintf formatting. |
| start_parallel | Starts the parallel backend. |
| startpoints | Finds the beginning of a period in an xts matrix |
| starttime | Start a timer and report the elapsed time |
| stop_parallel | Stops the parallel backend |
| tailratiofcn | Calculate the tail ratio on a set of returns |
| trimspaces | Remove leading or trailing white spaces from a character... |
| ulcerindex | Calculate the ulcer index of equity curves |
| update_xtsanalytics | Function to update xtsanalytics from github |
| xtsanalytics | xtsanalytics: Portfolio analysis using optimization and... |
| xtsbind | Binds xts columns from two or more xts matrices. |
| xtscagr | Compute the annualized return from an xts of equity curves... |
| xtsdiff | Normalize a time series and compute its difference to a... |
| xtsmdd | Compute the maximum drawdown of an xts matrix of returns. |
| xtsnormalize | Normalizes an xts matrix agaist its first row. |
| xtsoverlay | Aligns time series to a common overlap point (time zero). |
| xtsplot | Plot xts time series objects via multiple methods. |
