Man pages for purplezippo/quantler
Quant Develop Tools

algo_volAlgorithm Volatility
alpha_stockAlpha value
as.quantlerConversion functions to coerce data objects of arbitrary...
backtestMake judgements of an input quantler obj.
bench_volCompute Benchmark Volatility
beta_stockBeta value
bm_return_vBenchmark return
info_rateCompute information ratio.
is.quantlerIs an object a quantler object?
maxdrawdownCompute max draw down of a input stock price series
plot-quantler-missing-methodPlot a quantler object
pre_correctCalculate correct rate of buy and sell signal, based on stock...
quantler-classAn S4 class for quant strategy judgements.
return_rateReturn rate
sharpe_rateCompute charpe ratio of the input trade.value
win_rateCompute win rate
purplezippo/quantler documentation built on May 15, 2019, 4:27 p.m.