Man pages for rexmacey/fundAnalysis
Provides Analytics on Mututal Funds and ETFs

coefficients_lmCoefficients from lm models
coefficients_stepCoefficients from stepwise models
convertPricesToReturnsConverts prices to returns
dateFilterFilter (subset) an xts object Subsets an xts object from...
defineBenchmarkDefine a benchmark A benchmark is used to compare the...
download_FF_5_factorDownload Fama-French 5 factor model data from Ken French...
download_FF_5_factor_dailyDownload Fama-French 5 factor daily data source:...
download_FF_5_factor_monthlyDownload Fama-French 5 factor monthly source:...
downloadMonthlyReturnsDownload monthly returns Produces only complete months
faAlignXTSAlign date indices of two xts objects
faCommonDateFind common period between xts objects Given a list of xts...
fa.style.fitCalculate effective style weights This is a clone of the...
ffMergeXTSMerge return series with Fama-French data Merges a xts object...
ffModelLMGenerates lm models for one or more funds using Fama-French...
ffModelLM_subGenerates individual lm model for a fund using Fama-French...
ffModelStepLMGenerates list of lm models using step-wise regression
ffModelStepLM_subGenerates an lm model using stepwise regression
getPricesGet prices for one or more symbols
getPricesAndReturnsGet prices and returns for a set of symbols
getRiskFreeGet price and returns for 13 Week Treasury Bills
makeCompleteMonthsMakes sure the last month in an xts object is a full trading...
rbsaReturns based style analysis
rbsa_bootstrapBootstrap of returns-based style analysis (RBSA)
rbsa_calcCalcualate a RBSA fit and regression statistics
rbsa_rollingReturns-based style analysis (RBSA) over a rolling window
regressStatsCalculate regression statistics
scrapeQuoteSummaryScrape quote summary from Yahoo Finance
rexmacey/fundAnalysis documentation built on May 22, 2019, 2:47 p.m.