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 |