Stock Market Analysis


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Documentation for package ‘stocks’ version 1.1.4

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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