Functions for analyzing stocks or other investments. Main features are loading and aligning historical data for ticker symbols, calculating performance metrics for individual funds or portfolios (e.g. compound annualized growth rate, maximum drawdown, Sharpe/Sortino ratio), and creating graphs. C++ code is used where possible to improve processing speed.
|Author||Dane R. Van Domelen|
|Date of publication||2017-05-30 17:15:28|
|Maintainer||Dane R. Van Domelen <[email protected]>|
|Package repository||View on R-Forge|
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