Fast Functions for Stock Market Analysis


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Documentation for package ‘stocks’ version 1.1.2

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stocks-package Fast Functions for Stock Market Analysis
balances Calculate Balances Based on Initial Balance and Vector of Ratios
beta.trailing50 Beta for Last 50 Daily Gains
contango.hedged Implement a Hedged Contango-Based Volatility Trading Strategy
contango.simple Implement a Simple Contango-Based Volatility Trading Strategy
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 of Ratios
gains.graph Create Scatterplot of Investment Gains
gains.rate Calculate Growth Rate From a Vector of Investment Gains
growth.graph Graph Investment Growth
highyield.etfs High-Yield ETFs from ETFdb.com and Inception Dates as of April 7, 2017
largest.etfs Largest 100 Market Cap ETFs and Inception Dates as of April 9, 2017
list.override Add/Replace Elements of First List with Elements of Second List
load.gains Download and Align Investment Gains for a Set of Tickers
load.prices Download and Align Historical Prices for a Set of Tickers
mdd Maximum Drawdown
metrics Calculate a Variety of Performance Metrics
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
onemetric.graph Graph Performance Metric
onemetric.overtime.graph Graph Performance Metric Over Time
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 Investment Balances
ratios Ratios of Subsequent Elements in a Numeric Vector
rrr Risk-Return Ratio
sector.spdr.etfs Sector SPDR ETFs and Inception Dates as of April 7, 2017
sharpe.ratio Sharpe Ratio
sortino.ratio Sortino Ratio
stocks Fast Functions for Stock Market Analysis
targetbeta.twofunds Implement a Two-Fund Strategy that Targets a Particular Beta
threefunds.graph Graph One Performance Metric vs. Another for Three-Fund Portfolio(s) with Varying Allocations
ticker.dates Get Yahoo! Finance Start/End Dates for One or More Tickers
twofunds.graph Graph One Performance Metric vs. Another for Two-Fund Portfolio(s) with Varying Allocations
twometrics.graph Graph One Performance Metric vs. Another
vanguard.balanced.funds Vanguard Balanced Mutual Funds and Inception Dates as of April 2, 2017
vanguard.bond.etfs Vanguard Bond ETFs and Inception Dates as of April 2, 2017
vanguard.bond.funds Vanguard Bond Mutual Funds and Inception Dates as of April 2, 2017
vanguard.etfs Vanguard ETFs and Inception Dates as of April 2, 2017
vanguard.funds Vanguard Mutual Funds and Inception Dates as of April 2, 2017
vanguard.igrade.etfs Vanguard Investment-grade Bond ETFs and Inception Dates as of April 2, 2017
vanguard.igrade.funds Vanguard Investment-grade Bond Mutual Funds and Inception Dates as of April 2, 2017
vanguard.international.etfs Vanguard International ETFs and Inception Dates as of April 2, 2017
vanguard.international.funds List of Vanguard International Mutual Funds and Inception Dates as of April 2, 2017
vanguard.largecap.etfs Vanguard Large-cap Stock ETFs and Inception Dates as of April 2, 2017
vanguard.largecap.funds Vanguard Large-cap Stock Mutual Funds and Inception Dates as of April 2, 2017
vanguard.midcap.etfs Vanguard Mid-cap Stock ETFs and Inception Dates as of April 2, 2017
vanguard.midcap.funds Vanguard Mid-cap Stock Mutual Funds and Inception Dates as of April 2, 2017
vanguard.sector.etfs Vanguard Sector & Specialty ETFs and Inception Dates as of April 2, 2017
vanguard.sector.funds Vanguard Sector Mutual Funds and Inception Dates as of April 2, 2017
vanguard.smallcap.etfs Vanguard Small-cap Stock ETFs and Inception Dates as of April 2, 2017
vanguard.smallcap.funds Vanguard Small-cap Stock Mutual Funds and Inception Dates as of April 2, 2017
vanguard.stock.etfs Vanguard Stock ETFs and Inception Dates as of April 2, 2017
vanguard.stock.funds Vanguard Stock Mutual Funds and Inception Dates as of April 2, 2017
vanguard.targetdate.funds Vanguard Target Date Mutual Funds as of April 2, 2017
vanguard.targetrisk.funds Vanguard Target Risk Mutual Funds and Inception Dates as of April 2, 2017
vanguard.taxexempt.bond.funds Vanguard Tax-exempt Bond Mutual Funds and Inception Dates as of April 2, 2017
vanguard.traditional.funds Vanguard Traditional Mutual Funds and Inception Dates as of April 2, 2017
vanguard.treasury.etfs Vanguard Treasury/Agency Bond ETFs as of April 2, 2017
vanguard.treasury.funds Vanguard Treasury/Agency Bond Mutual Funds and Inception Dates as of April 2, 2017
yearly.daily Convert X-year Gain to Average Daily Gain
zzz Daily Closing Prices for Imaginary Stock ZZZ Over 10 Years