stocks: Fast Functions for Stock Market Analysis

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Functions for analyzing historical performance of stocks or other investments. Calculate maximum draw-down, Sharpe ratio, Sortino ratio, risk return ratio, alpha and beta from the capital assets pricing model (CAPM), and other commonly used metrics of stock performance. C++ used where possible to improve processing speed.

Author
Dane R. Van Domelen
Date of publication
2016-01-11 18:25:23
Maintainer
Dane R. Van Domelen <vandomed@gmail.com>
License
GPL-2
Version
1.1.2

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Man pages

balances
Calculate Balances Based on Initial Balance and Vector of...
balances_weighted
Calculate Balances of a Weighted Portfolio of Various Funds
beta_trailing50
Beta for Last 50 Daily Gains
capm_daily
Calculate Capital Assets Pricing Model (CAPM) Metrics Based...
convert_rate
Convert Gain from One Time Interval to Another
daily_yearly
Convert Daily Gain to X-year Gain
diffs
Lagged Differences (Alternate Implementation)
final_balance
Calculate Final Balance Based on Initial Balance and Vector...
gains_rate
Calculate Growth Rate From a Vector of Stock or Investment...
historical_performance
Analyze Historical Performance of Individual Funds or a...
mdd
Maximum Drawdown
monthly_gains
Calculate Monthly Gains for One or More Tickers
neg
Return Negative Elements of a Numeric Vector
nonneg
Return Non-Negative Elements of a Numeric Vector
nonpos
Return Non-Positive Elements of a Numeric Vector
pchanges
Lagged Proportion/Percent Changes
pdiffs
Lagged Proportion/Percent Differences
pos
Return Positive Elements of a Numeric Vector
prices_rate
Calculate Growth Rate From a Vector of Stock Prices or...
ratios
Ratios of Subsequent Elements in a Numeric Vector
rrr
Risk-Return Ratio
sharpe_ratio
Sharpe Ratio
sortino_ratio
Sortino Ratio
stocks-package
Fast Functions for Stock Market Analysis
ticker_dates
Get Yahoo! Finance Start/End Dates for One or More Tickers
twofund_portfolio
Analyze Historical Performance of Two-Fund Portfolio as a...
vanguard_etfs
List of Vanguard ETFs and their inception dates, current as...
yearly_daily
Convert X-year Gain to Average Daily Gain
yearly_gains
Calculate Yearly Gains for One or More Tickers
zzz
Daily Closing Prices for Imaginary Stock ZZZ Over 10 Years

Files in this package

stocks/DESCRIPTION
stocks/NAMESPACE
stocks/R
stocks/R/RcppExports.R
stocks/data
stocks/data/vanguardetfs.rda
stocks/data/zzz.rda
stocks/man
stocks/man/balances.Rd
stocks/man/balances_weighted.Rd
stocks/man/beta_trailing50.Rd
stocks/man/capm_daily.Rd
stocks/man/convert_rate.Rd
stocks/man/daily_yearly.Rd
stocks/man/diffs.Rd
stocks/man/final_balance.Rd
stocks/man/gains_rate.Rd
stocks/man/historical_performance.Rd
stocks/man/mdd.Rd
stocks/man/monthly_gains.Rd
stocks/man/neg.Rd
stocks/man/nonneg.Rd
stocks/man/nonpos.Rd
stocks/man/pchanges.Rd
stocks/man/pdiffs.Rd
stocks/man/pos.Rd
stocks/man/prices_rate.Rd
stocks/man/ratios.Rd
stocks/man/rrr.Rd
stocks/man/sharpe_ratio.Rd
stocks/man/sortino_ratio.Rd
stocks/man/stocks-package.Rd
stocks/man/ticker_dates.Rd
stocks/man/twofund_portfolio.Rd
stocks/man/vanguard_etfs.Rd
stocks/man/yearly_daily.Rd
stocks/man/yearly_gains.Rd
stocks/man/zzz.Rd
stocks/src
stocks/src/RcppExports.cpp
stocks/src/balances_weighted_c.cpp
stocks/src/diffs_c.cpp
stocks/src/mdd_hl_c1.cpp
stocks/src/mdd_hl_c2.cpp
stocks/src/mdd_p_c1.cpp
stocks/src/mdd_p_c2.cpp
stocks/src/pchanges_c.cpp
stocks/src/pdiffs_c.cpp
stocks/src/ratios_c.cpp