API for veldanie/SuraInvestmentAnalytics
Investment Analytics
| Global functions | |
|---|---|
| active_portfolio_factor_summary | Source code |
| active_portfolio_summary | Source code |
| ahw_B | Source code |
| all_tickers_extraction | Source code |
| approx_dret_dw | Man page Source code |
| approx_dsharpe_dw | Man page Source code |
| approx_dvol_dw | Man page Source code |
| asset_data | Man page |
| asset_to_factor_exp | Source code |
| asset_universe | Man page Source code |
| assets_agg | Source code |
| assets_to_factors_obj | Source code |
| assets_to_factors_optim | Source code |
| back_metrics | Source code |
| benchmarks | Man page |
| bootstrap_mean_vol | Source code |
| bootstrap_rets_mean_vol | Source code |
| calc_risk_ret_metrics | Source code |
| cash_conv | Man page Source code |
| complete_all_dates | Source code |
| complete_index_series | Man page Source code |
| complete_series_forward | Source code |
| complete_weights_xts | Source code |
| cond_drawdown | Man page Source code |
| convert_rates | Source code |
| covar | Man page Source code |
| covar_weight | Man page Source code |
| detect_outliers_limit | Source code |
| disagg_funds | Source code |
| disagg_portfolio | Source code |
| distribute_return | Source code |
| drawdown | Man page Source code |
| drawdown_opt | Source code |
| efficient_frontier | Man page Source code |
| exp_limit_fun | Source code |
| exp_ret_limits | Source code |
| extract_parquet_fxfwd | Source code |
| extract_parquet_s3select | Source code |
| forecast_volatility | Source code |
| freglob_rebuild | Source code |
| fx_cross | Man page Source code |
| get_asset | Source code |
| get_ticker | Source code |
| hedged_return | Man page Source code |
| hw_affine | Source code |
| hw_affine_df | Source code |
| hw_logA | Source code |
| hw_obj | Source code |
| hw_simul_rt | Source code |
| implied_return | Man page Source code |
| index_series | Man page Source code |
| index_series_rates | Source code |
| index_series_rebal | Source code |
| index_series_with_div | Source code |
| index_series_with_jumps | Source code |
| index_with_div_yield | Source code |
| iso_quote | Man page Source code |
| max_drawdown | Man page Source code |
| median_of_means | Source code |
| min_te_portfolio | Source code |
| my_panel | Man page Source code |
| neg_rets_perc | Man page Source code |
| obj_dev_fun | Source code |
| optim_dev | Source code |
| optim_ini_par | Source code |
| optim_portfolio | Man page Source code |
| optim_portfolio_resamp | Man page Source code |
| optimal_contrib | Man page Source code |
| optimal_contrib_uniroot | Man page Source code |
| params_simul | Man page Source code |
| pe_consol | Man page Source code |
| pe_t | Man page Source code |
| port_df_groupby | Source code |
| port_groupby | Source code |
| port_limits | Man page Source code |
| port_return | Man page Source code |
| port_simul | Man page Source code |
| port_weight_variation | Source code |
| portfolio_assets_to_funds | Source code |
| portfolio_backtest | Man page Source code |
| portfolio_backtest_compose | Source code |
| portfolio_fx_hedge | Man page Source code |
| portfolio_hedged_series | Source code |
| portfolio_return | Man page Man page Source code |
| portfolios_units_values | Man page Source code |
| posterior_params | Man page Source code |
| pr_hw_simul | Man page Source code |
| pr_simul_trans | Man page Source code |
| private_equity_simul | Man page Source code |
| private_equity_simul_const_contrib | Man page Source code |
| quarterly_to_semiannualy | Source code |
| read_csv_s3 | Source code |
| read_from_s3 | Source code |
| rebalance_under_limit | Source code |
| rebuild_series | Source code |
| rebuild_series_spr | Source code |
| retrieve_data | Source code |
| rets_complete_index_series | Source code |
| rets_create_index_series | Source code |
| return_hor_interval | Source code |
| return_interval | Source code |
| returns | Man page Source code |
| risk_atrib | Man page Source code |
| risk_fun | Man page Source code |
| rolling_windows_metrics | Source code |
| series_compose | Source code |
| series_drawdown | Man page Source code |
| series_fill | Source code |
| series_fxfwd_list | Man page |
| series_list | Man page |
| series_merge | Man page Source code |
| series_norm | Source code |
| series_ttr_drawdown | Source code |
| series_var_cvar | Man page Source code |
| spot_simul_mult | Man page Source code |
| state_simul | Man page Source code |
| state_simul_mult | Man page Man page Source code |
| sum_weights | Source code |
| sum_weigths | Man page |
| tac_dev | Source code |
| te_asset_limit | Source code |
| te_atrib | Source code |
| total_return_attribution | Source code |
| transaction_costs | Man page Source code |
| ttr_drawdown | Source code |
| uni_ts_forecast | Man page Source code |
| utility_fun | Man page Source code |
| utility_fun_de | Man page Source code |
| var_cvar | Man page Source code |
| vol_atrib | Source code |
| xts_list_to_df | Source code |
