stocks: Fast Functions for Stock Market Analysis
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.
- Dane R. Van Domelen
- Date of publication
- 2016-01-11 18:25:23
- Dane R. Van Domelen <email@example.com>
- Calculate Balances Based on Initial Balance and Vector of...
- Calculate Balances of a Weighted Portfolio of Various Funds
- Beta for Last 50 Daily Gains
- Calculate Capital Assets Pricing Model (CAPM) Metrics Based...
- Convert Gain from One Time Interval to Another
- Convert Daily Gain to X-year Gain
- Lagged Differences (Alternate Implementation)
- Calculate Final Balance Based on Initial Balance and Vector...
- Calculate Growth Rate From a Vector of Stock or Investment...
- Analyze Historical Performance of Individual Funds or a...
- Maximum Drawdown
- Calculate Monthly Gains for One or More Tickers
- Return Negative Elements of a Numeric Vector
- Return Non-Negative Elements of a Numeric Vector
- Return Non-Positive Elements of a Numeric Vector
- Lagged Proportion/Percent Changes
- Lagged Proportion/Percent Differences
- Return Positive Elements of a Numeric Vector
- Calculate Growth Rate From a Vector of Stock Prices or...
- Ratios of Subsequent Elements in a Numeric Vector
- Risk-Return Ratio
- Sharpe Ratio
- Sortino Ratio
- Fast Functions for Stock Market Analysis
- Get Yahoo! Finance Start/End Dates for One or More Tickers
- Analyze Historical Performance of Two-Fund Portfolio as a...
- List of Vanguard ETFs and their inception dates, current as...
- Convert X-year Gain to Average Daily Gain
- Calculate Yearly Gains for One or More Tickers
- Daily Closing Prices for Imaginary Stock ZZZ Over 10 Years
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