Man pages for rexmacey/fundAnalysis
Provides Analytics on Mututal Funds and ETFs
| coefficients_lm | Coefficients from lm models |
| coefficients_step | Coefficients from stepwise models |
| convertPricesToReturns | Converts prices to returns |
| dateFilter | Filter (subset) an xts object Subsets an xts object from... |
| defineBenchmark | Define a benchmark A benchmark is used to compare the... |
| download_FF_5_factor | Download Fama-French 5 factor model data from Ken French... |
| download_FF_5_factor_daily | Download Fama-French 5 factor daily data source:... |
| download_FF_5_factor_monthly | Download Fama-French 5 factor monthly source:... |
| downloadMonthlyReturns | Download monthly returns Produces only complete months |
| faAlignXTS | Align date indices of two xts objects |
| faCommonDate | Find common period between xts objects Given a list of xts... |
| fa.style.fit | Calculate effective style weights This is a clone of the... |
| ffMergeXTS | Merge return series with Fama-French data Merges a xts object... |
| ffModelLM | Generates lm models for one or more funds using Fama-French... |
| ffModelLM_sub | Generates individual lm model for a fund using Fama-French... |
| ffModelStepLM | Generates list of lm models using step-wise regression |
| ffModelStepLM_sub | Generates an lm model using stepwise regression |
| getPrices | Get prices for one or more symbols |
| getPricesAndReturns | Get prices and returns for a set of symbols |
| getRiskFree | Get price and returns for 13 Week Treasury Bills |
| makeCompleteMonths | Makes sure the last month in an xts object is a full trading... |
| rbsa | Returns based style analysis |
| rbsa_bootstrap | Bootstrap of returns-based style analysis (RBSA) |
| rbsa_calc | Calcualate a RBSA fit and regression statistics |
| rbsa_rolling | Returns-based style analysis (RBSA) over a rolling window |
| regressStats | Calculate regression statistics |
| scrapeQuoteSummary | Scrape quote summary from Yahoo Finance |
