Man pages for yunching/tidymas
A collection of RMD utilities

add_bbg_tickerLoad BBG ticker to list for data load
bdh_weekdayWrapper for bdh with pre-built options for getting daily data...
build_strategiesBuild strategies from an input csv file or dataframe of...
calc_active_riskCalculate active risk given return of strategies and weight...
calc_corCalculate correlation between returns
calc_returnsCalculate individual daily returns of a dataframe containing...
calc_sharpeCalculate Sharpe
calc_sortinoCalculate Sortino ratio
calc_strat_headline_sizeCalculates headline sizes of strategies given the size of the...
calc_strat_unwt_returnCalculate unweighted returns given weighted returns and size...
calc_strat_wt_returnCalculate weighted return of strategies
capscaps
convert_dur_sizeConverts size in months to size in percent of portfolio terms
custom_groupingGroup returns of strategies
demo_durationdemo_duration
demo_returndemo_return
demo_strategiesdemo_strategies
email_updateDistribute daily trading update
eqdAsset class rebalancing
ez_biz_cyclesez_biz_cycles
get_and_check_tickersGet tickers of available securities in the specific asset...
get_bm_ratingsDownload and calculate median credit rating over time
get_dur_bbgGet time-series duration of asset from Bloomberg. It is a...
get_ret_bbgGet time-series daily returns of asset from Bloomberg. It is...
get_strat_sizeGet strategies sizes at a specific date from headline sizes...
get_tickersGet tickers for the specific asset class from the package's...
knit_swotKnit trading swot document
load_bbg_dataLoad BBG Data
load_dbread BBG data stored in db
market_cappingMarket_capping
mkt_capping_hist_capmkt_capping_hist
mkt_capping_hist_mvmkt_capping_hist_mv
mkt_capping_hist_wtsmkt_capping_hist_wts
mvsmvs
pad_2zerosPad numbers with two zeros
pe_ratio_mxempe_ratio_mxem
pf_summaryGets a sizes of each strategy in a portfolio at a specific...
plot_asset_corsPlot asset class correlations
plot_corPlotting correlation heatmaps based on correlation of assets
plot_credit_ratingsPlot credit ratings evolution over time and facet by country
plot_cyclesPlot cycles chart
rm_bbg_tickerRemove BBG Ticker from data load
scale_color_stratColour schemes for ggplot
simulate_historyCalculate the returns in history given a set of static...
sort_ggHelper function to sort categories for display in ggplot, for...
swat_dataswat_data
ta.GRATIOGolden Ratio
theme_stratCharting theme for ggplot
z_scoreCalculate Z-score
yunching/tidymas documentation built on Nov. 17, 2019, 6:03 a.m.