Man pages for shill1729/trader
Mathematical finance analysis package
| avEndpoint | Backend function for Alpha-vantage endpoints |
| backtestBeta2Neutral | Backtest a two-asset beta neutral strategy |
| backtestPortfolioGBM | Backtester for GBM Kelly-portfolio strategy |
| beta2Hedge | Compute beta-neutral portfolio for two assets |
| betaHedge2 | Compute the beta-neutral portfolio for one market-correlated... |
| chart | Chart a candlestick series of a stock with a TEMA filter and... |
| computeAlphas | Estimate alpha from OLS estimate of a linear regression... |
| computeBetas | Estimate beta from OLS estimate of a linear regression... |
| countJumps | Count the number of jumps per period above a threshold |
| dailyReturns | Compute daily returns of a stock |
| date_yte | Convert dates to trading years |
| discreteTimeRiskProfile | Risk profile under four discrete time models |
| diverseMarketPortfolio | Diversity weighted market portfolio |
| dtfm | Fit a discrete time daily returns distribution and get... |
| dtfm_strategy | Optimal log-growth allocation for single symbol |
| ema | Compute an exponential moving average of a time-series |
| gbm_model | A comprehensive analysis under a GBM model |
| getCoins | Load multiple cryptocurrencies |
| getCompanyOverviewAV | Get company overview |
| getCryptoCurrency | Download daily time series of cryptocurrency from... |
| getGBM | Estimate parameters of a GBM from historical stock prices |
| getMarketCap | Get market capitalization from AV |
| getMarketPortfolio | Create market portfolio via market-cap weights |
| getPriceTimeSeries | Download historical stock prices as a time-series from AV |
| getQuoteAV | Global instrument quote via Alpha-Vantage |
| getStocks | Load multiple stocks |
| getYahooOptionChain | Download option-chain from Yahoo-Finance |
| kellyCriterion | Compute univariate Kelly-criterion for a given distribution... |
| mertonMixtureDecision | Merton vs Mixture likelihood ratio test |
| monthly_momentum | Rank a set of stocks via monthly momentum |
| optimalPortfolio | Optimal long-short portfolios under geometric Brownian motion |
| optimalTEMA | Compute the optimal TEMA-window period |
| plotTEMA | Plot wrapper for TEMAs |
| poissonJumps | Ad-hoc Poisson jump model |
| sma | Compute a simple moving average |
| stockReturns | Daily returns of a set of stocks |
| tema | Compute a so-called triple exponential moving average of a... |
| temaCrossoverBacktest | Backtest fixed fractional reallocation with TEMA exits |
| time_yte | Convert dates to trading years |
