Man pages for ryanholbrook/investmentsim
Investment Simulator
| absolute_to_relative | Convert Absolute Returns |
| change_amounts | Update a portfolio |
| check_allocation | Check that allocation percents sum to 1.0 |
| find_begin | Find a Date in a List |
| find_begin_position | Find a Date's Position in a List |
| find_end | Find a Date |
| find_end_position | Find a Date's Position in a List |
| make_allocation | Create a portfolio allocation path |
| make_bootstrap_historical | Make a bootstrap-sampled series of returns |
| make_constant_allocation_path | Create a constant allocation path |
| make_empty_model | An empty model |
| make_geom_block_sample | Stationary bootstrap with geometric block size |
| make_historical | Make an asset from a time series of absolute (ordinary)... |
| make_linear_allocation_path | Create an allocation path with linear interpolation |
| make_model | Create a model object |
| make_path | Create a financial path |
| make_portfolio | Create a portfolio |
| make_relative_historical | Make an asset from a time series of relative (log) returns |
| make_relative_returns | Compute relative returns of an asset |
| make_returns | Assets – An Asset has type: Time -> Time -> Return |
| make_step_allocation_path | Creates an allocation path with discrete steps |
| make_transactions_on_dates | Create a transaction path |
| note_return | Compute Returns from Treasury Notes |
| no_transactions | A non-transaction |
| pipe | Pipe operator |
| proportion_elapsed | Find the Proportion of Elapsed Time |
| rebalance | Rebalance a portfolio |
| relative_to_absolute | Convert Relative Returns |
| simreturns | Simulated Financial Returns |
| update_path | Set values in a financial path |
