Files in veldanie/SuraInvestmentAnalytics

Investment Analytics

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