Man pages for maxto/qapi
Low-level functions for quantitative analysis
| active_return | Active return |
| adj_ann_sharpe_ratio | Adjusted Annualized Sharpe ratio |
| ann_return | Annualized return |
| ann_risk | Annualized Risk |
| ann_sharpe_ratio | Annualized Sharpe ratio |
| ann_sortino_ratio | Annualized Sortino ratio |
| as_xts | As xts |
| avg_drawdown | Average Drawdown |
| burke_ratio | Burke ratio |
| calmar_ratio | Calmar ratio |
| cdrawdown | Continous drawdawn |
| downside_potential | Downside potential |
| downside_risk | Downside risk |
| drawdown | Drawdown |
| drawdown_info | Drawdown information |
| excess_return | Excess return |
| hist_cvar | Historical Conditional Value At Risk |
| hist_var | Historical Value At Risk |
| kurtosis | Kurtosis |
| martin_ratio | Martin ratio |
| max_drawdown | Maximum Drawdown |
| norminv | Inverse of the normal cumulative distribution function (cdf) |
| normpdf | Normal probability density function (pdf) |
| omega_ratio | Omega ratio |
| pain_index | Pain index |
| pain_ratio | Pain ratio |
| param_cvar | Parametric Conditional Value At Risk |
| param_var | Parametric Value At Risk |
| rand_ts | Random time series |
| sharpe_ratio | Sharpe ratio |
| skewness | Skewness |
| sortino_ratio | Sortino ratio |
| sterling_ratio | Sterling ratio |
| ulcer_index | Ulcer index |
| upside_potential | Upside potential |
| upside_risk | Upside risk |
| windowing | Windowing |
