API for tsungwu/JFE
Tools and GUI for Analyzing Time Series Data of Just Finance and Econometrics
| Global functions | |
|---|---|
| .GMVPStrategy | Source code |
| .PriceAcfPlots | Source code |
| .PriceBoxPlots | Source code |
| .QQPlot | Source code |
| .ReturnsBoxPlots | Source code |
| .acfPlots | Source code |
| .backtesting | Source code |
| .backtestingMenu | Source code |
| .covRisk | Source code |
| .cumulativePlot | Source code |
| .cvarRisk | Source code |
| .defmacro | Source code |
| .drawdownPlot | Source code |
| .garch | Source code |
| .garchMenu | Source code |
| .getFrame | Source code |
| .getFrame.listbox | Source code |
| .getJFE | Source code |
| .getPrice | Source code |
| .getRawData | Source code |
| .getRawData4GARCH | Source code |
| .getRawData4Selection | Source code |
| .getRawData4backtesting | Source code |
| .getReturns | Source code |
| .getReturns4GARCH | Source code |
| .getReturns4Selection | Source code |
| .getReturns4backtesting | Source code |
| .getSelection | Source code |
| .getSelection.listbox | Source code |
| .iClick.backTesting | Source code |
| .iClickBackTesting | Source code |
| .iClickBacktesting_Menu | Source code |
| .iClickPrice_Menu | Source code |
| .iClickReturn_Menu | Source code |
| .nigTriangle | Source code |
| .priceCharting | Source code |
| .pricePlot | Source code |
| .priceSummary | Source code |
| .retSummary | Source code |
| .returnsTSPlot | Source code |
| .saveWorkSpace | Source code |
| .seriesPlotX | Source code |
| .sharpeIneq | Source code |
| .sharpeIneqMenu | Source code |
| .varRisk | Source code |
| .variableListBox | Source code |
| ActivePremium | Man page |
| AdjustedSharpeRatio | Man page Source code |
| AppraisalRatio | Man page |
| BernardoLedoitRatio | Man page |
| BurkeRatio | Man page |
| CAPM.jensenAlpha | Man page |
| CalmarRatio | Man page |
| DRatio | Man page |
| DownsideDeviation | Man page |
| DrawdownPeak | Man page |
| InformationRatio | Man page |
| JFE | Man page |
| KellyRatio | Man page |
| M2Sortino | Man page |
| MartinRatio | Man page |
| MeanAbsoluteDeviation | Man page |
| OmegaSharpeRatio | Man page |
| PainIndex | Man page |
| PainRatio | Man page |
| ProspectRatio | Man page |
| Return.annualized | Man page |
| SharpeRatio | Man page Source code |
| SharpeRatio.annualized | Man page Source code |
| SkewnessKurtosisRatio | Man page |
| SortinoRatio | Man page |
| SterlingRatio | Man page |
| TrackingError | Man page |
| TreynorRatio | Man page |
| UlcerIndex | Man page |
| VolatilitySkewness | Man page |
| assetReturns | Man page |
| dataSets | Man page |
| getBIS | Man page |
| getFed | Man page |
| getFrench.Factors | Man page Source code |
| getFrench.Portfolios | Man page Source code |
| getTWSE.fiveSecond | Man page Source code |
| macrodata | Man page |
| maxDrawdown | Man page |
| riskOptimalPortfolio | Man page Source code |
| riskParityPortfolio | Man page Source code |
| table.AnnualizedReturns | Man page |
