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. |
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