stocks-package | Stock Market Analysis |
beta_trailing50 | Beta for Last 50 Daily Gains |
contango_hedged | Backtest a Hedged Contango-Based Volatility Trading Strategy |
contango_simple | Backtest a Simple Contango-Based Volatility Trading Strategy |
convert_gain | Convert Gain from One Time Interval to Another |
daily_yearly | Convert Daily Gain to X-year Gain |
diffs | Lagged Differences (Alternate Implementation) |
gains_graph | Scatterplot of Investment Gains |
gains_prices | Convert Gains to Prices |
gains_rate | Calculate Growth Rate From a Vector of Gains |
growth_graph | Graph Investment Growth |
highyield_etfs | High-Yield ETFs from ETFdb.com and Inception Dates |
largest_etfs | Largest 100 Market Cap ETFs (as of 3/2/18) and Inception Dates |
load_gains | Download and Align Gains for a Set of Tickers |
load_prices | Download and Align Historical Prices for a Set of Tickers |
mdd | Maximum Drawdown |
metrics | Calculate Various Performance Metrics |
onemetric_graph | Graph Performance Metric for Various Investments |
onemetric_overtime_graph | Graph Performance Metric Over Time for Various Investments |
pchanges | Lagged Proportion Changes |
pdiffs | Lagged Proportion Differences |
prices_gains | Convert Prices to Gains |
prices_rate | Calculate Growth Rate From a Vector of Prices |
ratios | Ratios of Subsequent Elements in a Vector |
rrr | Risk-Return Ratio |
sector_spdr_etfs | Sector SPDR ETFs and Inception Dates |
sharpe | Sharpe Ratio |
sortino | Sortino Ratio |
stocks | Stock Market Analysis |
targetall | Backtest a Fixed-Allocation Trading Strategy |
targetbeta_twofunds | Backtest a Two-Fund Strategy that Targets a Certain Beta |
threefunds_graph | Graph One Performance Metric vs. Another for Three-Fund Portfolio as Allocation Varies |
ticker_dates | Get Yahoo! Finance Start/End Dates for Tickers |
twofunds_graph | Graph One Performance Metric vs. Another for Two-Fund Portfolios as Allocation Varies |
twometrics_graph | Graph One Performance Metric vs. Another for Various Investments |
vanguard_balanced_funds | Vanguard Balanced Mutual Funds and Inception Dates |
vanguard_bond_etfs | Vanguard Bond ETFs and Inception Dates |
vanguard_bond_funds | Vanguard Bond Mutual Funds |
vanguard_etfs | Vanguard ETFs and Inception Dates |
vanguard_funds | Vanguard Mutual Funds and Inception Dates |
vanguard_igrade_etfs | Vanguard Investment-grade Bond ETFs and Inception Dates |
vanguard_igrade_funds | Vanguard Investment-grade Bond Mutual Funds and Inception Dates |
vanguard_international_etfs | Vanguard International ETFs and Inception Dates |
vanguard_international_funds | Vanguard International Mutual Funds and Inception Dates |
vanguard_largecap_etfs | Vanguard Large-cap Stock ETFs and Inception Dates |
vanguard_largecap_funds | Vanguard Large-cap Stock Mutual Funds and Inception Dates |
vanguard_midcap_etfs | Vanguard Mid-cap Stock ETFs and Inception Dates |
vanguard_midcap_funds | Vanguard Mid-cap Stock Mutual Funds and Inception Dates |
vanguard_sector_etfs | Vanguard Sector & Specialty ETFs and Inception Dates |
vanguard_sector_funds | Vanguard Sector Mutual Funds and Inception Dates |
vanguard_smallcap_etfs | Vanguard Small-cap Stock ETFs and Inception Dates |
vanguard_smallcap_funds | Vanguard Small-cap Stock Mutual Funds and Inception Dates |
vanguard_stock_etfs | Vanguard Stock ETFs and Inception Dates |
vanguard_stock_funds | Vanguard Stock Mutual Funds and Inception Dates |
vanguard_targetdate_funds | Vanguard Target Date Mutual Funds |
vanguard_targetrisk_funds | Vanguard Target Risk Mutual Funds and Inception Dates |
vanguard_taxexempt_bond_funds | Vanguard Tax-exempt Bond Mutual Funds and Inception Dates |
vanguard_traditional_funds | Vanguard Traditional Mutual Funds and Inception Dates |
vanguard_treasury_etfs | Vanguard Treasury/Agency Bond ETFs and Inception Dates |
vanguard_treasury_funds | Vanguard Treasury/Agency Bond Mutual Funds and Inception Dates |