Man pages for yunching/tidymas
A collection of RMD utilities
| add_bbg_ticker | Load BBG ticker to list for data load |
| bdh_weekday | Wrapper for bdh with pre-built options for getting daily data... |
| build_strategies | Build strategies from an input csv file or dataframe of... |
| calc_active_risk | Calculate active risk given return of strategies and weight... |
| calc_cor | Calculate correlation between returns |
| calc_returns | Calculate individual daily returns of a dataframe containing... |
| calc_sharpe | Calculate Sharpe |
| calc_sortino | Calculate Sortino ratio |
| calc_strat_headline_size | Calculates headline sizes of strategies given the size of the... |
| calc_strat_unwt_return | Calculate unweighted returns given weighted returns and size... |
| calc_strat_wt_return | Calculate weighted return of strategies |
| caps | caps |
| convert_dur_size | Converts size in months to size in percent of portfolio terms |
| custom_grouping | Group returns of strategies |
| demo_duration | demo_duration |
| demo_return | demo_return |
| demo_strategies | demo_strategies |
| email_update | Distribute daily trading update |
| eqd | Asset class rebalancing |
| ez_biz_cycles | ez_biz_cycles |
| get_and_check_tickers | Get tickers of available securities in the specific asset... |
| get_bm_ratings | Download and calculate median credit rating over time |
| get_dur_bbg | Get time-series duration of asset from Bloomberg. It is a... |
| get_ret_bbg | Get time-series daily returns of asset from Bloomberg. It is... |
| get_strat_size | Get strategies sizes at a specific date from headline sizes... |
| get_tickers | Get tickers for the specific asset class from the package's... |
| knit_swot | Knit trading swot document |
| load_bbg_data | Load BBG Data |
| load_db | read BBG data stored in db |
| market_capping | Market_capping |
| mkt_capping_hist_cap | mkt_capping_hist |
| mkt_capping_hist_mv | mkt_capping_hist_mv |
| mkt_capping_hist_wts | mkt_capping_hist_wts |
| mvs | mvs |
| pad_2zeros | Pad numbers with two zeros |
| pe_ratio_mxem | pe_ratio_mxem |
| pf_summary | Gets a sizes of each strategy in a portfolio at a specific... |
| plot_asset_cors | Plot asset class correlations |
| plot_cor | Plotting correlation heatmaps based on correlation of assets |
| plot_credit_ratings | Plot credit ratings evolution over time and facet by country |
| plot_cycles | Plot cycles chart |
| rm_bbg_ticker | Remove BBG Ticker from data load |
| scale_color_strat | Colour schemes for ggplot |
| simulate_history | Calculate the returns in history given a set of static... |
| sort_gg | Helper function to sort categories for display in ggplot, for... |
| swat_data | swat_data |
| ta.GRATIO | Golden Ratio |
| theme_strat | Charting theme for ggplot |
| z_score | Calculate Z-score |
