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.

AuthorDane R. Van Domelen
Date of publication2016-01-11 18:25:23
MaintainerDane R. Van Domelen <vandomed@gmail.com>
LicenseGPL-2
Version1.1.2

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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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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