stocks-package |
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 Oct. 18, 2017 |
largest_etfs_10_18_17 |
Largest 100 Market Cap ETFs and Inception Dates as of Oct. 18, 2017 |
largest_etfs_4_9_17 |
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 Oct. 18, 2017 |
sharpe.ratio |
Sharpe Ratio |
sortino.ratio |
Sortino Ratio |
stocks |
Stock Market Analysis |
targetall.nfunds |
Implement a Fixed-Allocation Trading Strategy Using N Funds |
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 Oct. 18, 2017 |
vanguard_bond_etfs |
Vanguard Bond ETFs and Inception Dates as of Oct. 18, 2017 |
vanguard_bond_funds |
Vanguard Bond Mutual Funds and Inception Dates as of Oct. 18, 2017 |
vanguard_etfs |
Vanguard ETFs and Inception Dates as of Oct. 18, 2017 |
vanguard_funds |
Vanguard Mutual Funds and Inception Dates as of Oct. 18, 2017 |
vanguard_igrade_etfs |
Vanguard Investment-grade Bond ETFs and Inception Dates as of Oct. 18, 2017 |
vanguard_igrade_funds |
Vanguard Investment-grade Bond Mutual Funds and Inception Dates as of Oct. 18, 2017 |
vanguard_international_etfs |
Vanguard International ETFs and Inception Dates as of Oct. 18, 2017 |
vanguard_international_funds |
List of Vanguard International Mutual Funds and Inception Dates as of Oct. 18, 2017 |
vanguard_largecap_etfs |
Vanguard Large-cap Stock ETFs and Inception Dates as of Oct. 18, 2017 |
vanguard_largecap_funds |
Vanguard Large-cap Stock Mutual Funds and Inception Dates as of Oct. 18, 2017 |
vanguard_midcap_etfs |
Vanguard Mid-cap Stock ETFs and Inception Dates as of Oct. 18, 2017 |
vanguard_midcap_funds |
Vanguard Mid-cap Stock Mutual Funds and Inception Dates as of Oct. 18, 2017 |
vanguard_sector_etfs |
Vanguard Sector & Specialty ETFs and Inception Dates as of Oct. 18, 2017 |
vanguard_sector_funds |
Vanguard Sector Mutual Funds and Inception Dates as of Oct. 18, 2017 |
vanguard_smallcap_etfs |
Vanguard Small-cap Stock ETFs and Inception Dates as of Oct. 18, 2017 |
vanguard_smallcap_funds |
Vanguard Small-cap Stock Mutual Funds and Inception Dates as of Oct. 18, 2017 |
vanguard_stock_etfs |
Vanguard Stock ETFs and Inception Dates as of Oct. 18, 2017 |
vanguard_stock_funds |
Vanguard Stock Mutual Funds and Inception Dates as of Oct. 18, 2017 |
vanguard_targetdate_funds |
Vanguard Target Date Mutual Funds as of Oct. 18, 2017 |
vanguard_targetrisk_funds |
Vanguard Target Risk Mutual Funds and Inception Dates as of Oct. 18, 2017 |
vanguard_taxexempt_bond_funds |
Vanguard Tax-exempt Bond Mutual Funds and Inception Dates as of Oct. 18, 2017 |
vanguard_traditional_funds |
Vanguard Traditional Mutual Funds and Inception Dates as of Oct. 18, 2017 |
vanguard_treasury_etfs |
Vanguard Treasury/Agency Bond ETFs as of Oct. 18, 2017 |
vanguard_treasury_funds |
Vanguard Treasury/Agency Bond Mutual Funds and Inception Dates as of Oct. 18, 2017 |
yearly.daily |
Convert X-year Gain to Average Daily Gain |
zzz |
Daily Closing Prices for Imaginary Stock ZZZ Over 10 Years |