PMwR-package |
Tools for the Management of Financial Portfolios |
.pl |
Profit and Loss |
.pl_stats |
Profit and Loss |
.returns |
Compute Returns |
aggregate.journal |
Journal |
all.equal.journal |
Journal |
as.data.frame.journal |
Journal |
as.data.frame.pl |
Profit and Loss |
as.journal |
Journal |
as.journal.journal |
Journal |
as.matrix.position |
Aggregate Transactions to Positions |
as.NAVseries |
Net-Asset-Value (NAV) Series |
btest |
Backtesting Investment Strategies |
c.journal |
Journal |
close_on_first |
Analysing Trades: Compute Profit/Loss, Resize and more |
DAX |
Deutscher Aktienindex (DAX) |
div_adjust |
Adjust Time Series for Dividends and Splits |
drawdowns |
Compute Drawdowns |
drawdowns.default |
Compute Drawdowns |
drawdowns.zoo |
Compute Drawdowns |
head.journal |
Journal |
instrument |
Retrieve or Change Instrument |
instrument<- |
Retrieve or Change Instrument |
is.journal |
Journal |
is_valid_ISIN |
Validate Security Identification Numbers |
is_valid_SEDOL |
Validate Security Identification Numbers |
journal |
Journal |
journal.default |
Journal |
length.journal |
Journal |
limit |
Analysing Trades: Compute Profit/Loss, Resize and more |
NAVseries |
Net-Asset-Value (NAV) Series |
pl |
Profit and Loss |
pl.data.frame |
Profit and Loss |
pl.default |
Profit and Loss |
pl.journal |
Profit and Loss |
pl.pl |
Profit and Loss |
plot.NAVseries |
Net-Asset-Value (NAV) Series |
plotTradingHours |
Plot Time Series During Trading Hours |
plot_trading_hours |
Plot Time Series During Trading Hours |
PMwR |
Tools for the Management of Financial Portfolios |
position |
Aggregate Transactions to Positions |
position.default |
Aggregate Transactions to Positions |
position.journal |
Aggregate Transactions to Positions |
pricetable |
Price Table |
print.journal |
Journal |
print.NAVseries |
Net-Asset-Value (NAV) Series |
print.pl |
Profit and Loss |
print.position |
Aggregate Transactions to Positions |
print.p_returns |
Compute Returns |
print.rebalance |
Rebalance Portfolio |
p_returns |
Compute Returns |
q32 |
Treasury Quotes with 1/32nds of Point |
quote32 |
Treasury Quotes with 1/32nds of Point |
rc |
Return Contribution |
rebalance |
Rebalance Portfolio |
replace_weight |
Rebalance Portfolio |
returns |
Compute Returns |
returns.default |
Compute Returns |
returns.zoo |
Compute Returns |
REXP |
REXP |
scale1 |
Scale Time Series |
scale1.default |
Scale Time Series |
scale1.zoo |
Scale Time Series |
scale_to_unity |
Analysing Trades: Compute Profit/Loss, Resize and more |
scale_trades |
Analysing Trades: Compute Profit/Loss, Resize and more |
sort.journal |
Journal |
split.journal |
Journal |
split_adjust |
Adjust Time Series for Dividends and Splits |
split_trades |
Analysing Trades: Compute Profit/Loss, Resize and more |
streaks |
Up and Down Streaks |
streaks.default |
Up and Down Streaks |
streaks.NAVseries |
Up and Down Streaks |
streaks.zoo |
Up and Down Streaks |
subset.journal |
Journal |
summary.journal |
Journal |
summary.NAVseries |
Net-Asset-Value (NAV) Series |
tail.journal |
Journal |
toHTML |
Import from package 'textutils' |
toHTML.p_returns |
Compute Returns |
toLatex.p_returns |
Compute Returns |
tw_exposure |
Analysing Trades: Compute Profit/Loss, Resize and more |
unit_prices |
Compute Prices for Portfolio Based on Units |
valuation |
Valuation |
valuation.journal |
Valuation |
valuation.position |
Valuation |
window.NAVseries |
Net-Asset-Value (NAV) Series |
[.journal |
Journal |
[.pricetable |
Price Table |
[<-.journal |
Journal |