aapl.data | Sample Price Data |
goog.data | Sample Price Data |
optimization_constraint_allWeights | Portfolio Optimization - Position Weights Constraint |
optimization_constraint_beta | Portfolio Optimization - Beta Constraint |
optimization_constraint_CVaR | Portfolio Optimization - CVaR Constraint |
optimization_constraint_expectedReturn | Portfolio Optimization - Expected Return Constraint |
optimization_constraint_modifiedSharpeRatio | Portfolio Optimization - Modified Sharpe Ratio Constraint |
optimization_constraint_portfolioValue | Portfolio Optimization - Portfolio Value Constraint |
optimization_constraint_return | Portfolio Optimization - Return Constraint |
optimization_constraint_sharpeRatio | Portfolio Optimization - Sharpe Ratio Constraint |
optimization_constraint_starrRatio | Portfolio Optimization - Starr Ratio Constraint |
optimization_constraint_sumOfAbsWeights | Portfolio Optimization - Sum Of Absolute Position Weights Constraint |
optimization_constraint_VaR | Portfolio Optimization - VaR Constraint |
optimization_constraint_variance | Portfolio Optimization - Variance Constraint |
optimization_constraint_weight | Portfolio Optimization - Position Weight Constraint |
optimization_forecast | Porfolio Optimization - Set Optimization Forecast |
optimization_goal | Porfolio Optimization - Set Optimization Goal |
optimization_info | Porfolio Optimization - Print Optimization Details |
optimization_run | Portfolio Optimization - Runs Optimization Algorithm |
optimizer-class | Class '"optimizer"' |
plot-method | Class '"portfolio"' |
plot-method | Class '"portfolioPlot"' |
portfolio-class | Class '"portfolio"' |
portfolioPlot-class | Class '"portfolioPlot"' |
portfolio_addPosition | Add position in portfolio |
portfolio_addPosition-method | Class '"portfolio"' |
portfolio_alpha | Portfolio Alpha |
portfolio_availableSymbols | Get All Symbol List |
portfolio_beta | Portfolio Beta |
portfolio_calmarRatio | Portfolio Calmar Ratio |
portfolio_create | Creates new portfolio |
portfolio_create-method | Class '"portfolio"' |
portfolio_cumulant | Portfolio N-th Cumulant |
portfolio_CVaR | Portfolio Conditional Value-at-Risk |
portfolio_downCaptureRatio | Portfolio Down Capture Ratio |
portfolio_downNumberRatio | Portfolio Down Number Ratio |
portfolio_downPercentageRatio | Portfolio Down Percentage Ratio |
portfolio_downsideVariance | Portfolio Downside Variance |
portfolio_endBatch | Ends Metrics Batch |
portfolio_expectedDownsideReturn | Portfolio Expected Downside Return |
portfolio_expectedReturn | Portfolio Expected Return |
portfolio_expectedUpsideReturn | Portfolio Expected Upside Return |
portfolio_fractalDimension | Portfolio Fractal Dimension |
portfolio_gainLossVarianceRatio | Portfolio Gain Loss Variance Ratio |
portfolio_gainVariance | Portfolio Gain Variance |
portfolio_getSettings | Get Portfolio Settings |
portfolio_hurstExponent | Portfolio Hurst Exponent |
portfolio_informationRatio | Portfolio Information Ratio |
portfolio_jensensAlpha | Portfolio Jensen's Alpha |
portfolio_kurtosis | Portfolio Kurtosis |
portfolio_lossVariance | Portfolio Loss Variance |
portfolio_maxDrawdown | Portfolio Max Drawdown |
portfolio_modifiedSharpeRatio | Portfolio Modified Sharpe Ratio |
portfolio_moment | Portfolio N-th Order Central Moment |
portfolio_omegaRatio | Portfolio Omega Ratio |
portfolio_pdf | Probability Density Function of Portfolio Returns |
portfolio_profit | Portfolio Profit |
portfolio_rachevRatio | Portfolio Rachev Ratio |
portfolio_removePosition | Remove position from portfolio |
portfolio_return | Portfolio Return |
portfolio_settings | Portfolio Settings |
portfolio_sharpeRatio | Portfolio Sharpe Ratio |
portfolio_skewness | Portfolio Skewness |
portfolio_sortinoRatio | Portfolio Sortina Ratio |
portfolio_starrRatio | Portfolio STARR Ratio |
portfolio_startBatch | Starts Metrics Batch |
portfolio_symbols | Portfolio Symbols |
portfolio_treynorRatio | Portfolio Treynor Ratio |
portfolio_txnCosts | Portfolio Transactional Costs |
portfolio_upCaptureRatio | Portfolio Up Capture Ratio |
portfolio_upNumberRatio | Portfolio Up Number Ratio |
portfolio_upPercentageRatio | Portfolio Up Percentage Ratio |
portfolio_upsideDownsideVarianceRatio | Portfolio Upside/Downside Variance Ratio |
portfolio_upsideVariance | Portfolio Upside Variance |
portfolio_value | Portfolio Value |
portfolio_VaR | Portfolio Value-at-Risk |
portfolio_variance | Portfolio Variance |
position_alpha | Position Alpha |
position_beta | Position Beta |
position_calmarRatio | Position Calmar Ratio |
position_correlation | Position Correlation |
position_correlationMatrix | Position Correlation Matrix |
position_covariance | Position Covariance |
position_covarianceMatrix | Position Covariance Matrix |
position_cumulant | Position N-th Cumulant |
position_CVaR | Position Conditional Value-at-Risk |
position_downCaptureRatio | Position Down Capture Ratio |
position_downNumberRatio | Position Down Number Ratio |
position_downPercentageRatio | Position Down Percentage Ratio |
position_downsideVariance | Position Downside Variance |
position_expectedDownsideReturn | Position Expected Downside Return |
position_expectedReturn | Position Expected Return |
position_expectedUpsideReturn | Position Expected Upside Return |
position_fractalDimension | Position Fractal Dimension |
position_gainLossVarianceRatio | Position Gain Loss Variance Ratio |
position_gainVariance | Position Gain Variance |
position_hurstExponent | Position Hurst Exponent |
position_informationRatio | Position Information Ratio |
position_jensensAlpha | Position Jensen's Alpha |
position_kurtosis | Position Kurtosis |
position_lossVariance | Position Loss Variance |
position_maxDrawdown | Position Max Drawdown |
position_modifiedSharpeRatio | Position Modified Sharpe Ratio |
position_moment | Position N-th Moment |
position_omegaRatio | Position Omega Ratio |
position_pdf | Probability Density Function of Position Returns |
position_price | Position Price |
position_profit | Position Profit |
position_quantity | Position Quantity |
position_rachevRatio | Position Rachev Ratio |
position_return | Position Return |
position_returnAutocovariance | Position Return Autocovariance |
position_returnJumpSize | Position Return Jump Size |
position_setQuantity | Set Position Quantity |
position_sharpeRatio | Position Sharpe Ratio |
position_skewness | Position Skewness |
position_sortinoRatio | Position Sortino Ratio |
position_starrRatio | Position STARR Ratio |
position_treynorRatio | Position Treynor Ratio |
position_txnCosts | Position Transactional Costs |
position_upCaptureRatio | Position Up Capture Ratio |
position_upNumberRatio | Position Up Number Ratio |
position_upPercentageRatio | Position Up Percentage Ratio |
position_upsideDownsideVarianceRatio | Position Upside/Downside Variance Ratio |
position_upsideVariance | Position Upside Variance |
position_value | Position Value |
position_VaR | Position Value-at-Risk |
position_variance | Position Variance |
position_weight | Position Weight |
show-method | Class '"portfolio"' |
show-method | Class '"portfolioPlot"' |
spy.data | Sample Price Data |
util_cleanCredentials | Clean API Credentials |
util_colorScheme | Color scheme for charts |
util_dateToPOSIXTime | Date To POSIX Time |
util_fillScheme | Fill scheme for charts |
util_getComputeTime | Remaining compute time |
util_ggplot | Converter of portfolioPlot to ggplot2 |
util_line2d | Adds line chart to existing plot |
util_multiplot | Multiple ggplot2 charts on one page |
util_plot2d | Line plot of portfolio metric (for a time series) |
util_plot2df | Line plot of portfolio metric (for a dataframe) |
util_plotDensity | Line plot of probability density |
util_plotTheme | Plot style settings for PortfolioEffect theme |
util_POSIXTimeToDate | POSIX Time To Date |
util_setCredentials | Set API Credentials |
util_summary | Portfolio Summary Plot |
+-method | Class '"portfolioPlot"' |