Fast Functions for Stock Market Analysis


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Documentation for package ‘stocks’ version 1.1.1

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stocks-package Fast Functions for Stock Market Analysis
balances Calculate Balances Based on Initial Balance and Vector of Ratios
convert.rate Convert Gain from One Time Interval to Another
daily.yearly Convert Daily Gain to X-year Gain
diffs Lagged Differences (Alternate Implementation)
final.balance Calculate Final Balance Based on Initial Balance and Vector of Ratios
gains.rate Calculate Growth Rate From a Vector of Stock or Investment Gains
mdd Maximum Drawdown
negatives Return Negative Elements of a Numeric Vector
nonnegatives Return Non-Negative Elements of a Numeric Vector
nonpositives Return Non-Positive Elements of a Numeric Vector
pchanges Lagged Proportion/Percent Changes
pdiffs Lagged Proportion/Percent Differences
positives Return Positive Elements of a Numeric Vector
prices.rate Calculate Growth Rate From a Vector of Stock Prices or Investment Balances
ratios Ratios of Subsequent Elements in a Numeric Vector
rrr Risk-Return Ratio
sharpe Sharpe Ratio
sortino Sortino Ratio
stocks Fast Functions for Stock Market Analysis
yearly.daily Convert X-year Gain to Average Daily Gain
zzz Daily Closing Prices for Imaginary Stock ZZZ Over 10 Years