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fundManageR (version 0.5.02030319)

Investment management toolkit for R

Description

A comprehensive investment management industry toolkit for R that provides access to common industry calculation functions and a variety of data feeds. Data feeds include a full wrapper of The Securities and Exchange Commission, FINRA, NAREIT, DTCC, YCombinator, MSCI, Center for Research in Securities Prices (CRSP) and more. More data feeds and calculation functions will be added over time.

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Version

Version

0.5.02030319

License

MIT + file LICENSE

Issues

2

Pull Requests

0

Stars

187

Forks

31

Maintainer

Alex Bresler

Last Published

June 9th, 2021

Functions in fundManageR (0.5.02030319)

calculate_leverage_metrics

Leveraged return metrics
calculate_loan_payment

Loan payment calculation
calculate_cash_flow_waterfall_partnership

Partnership waterfall and cash flows
calculate_cash_flows_returns

Calculate returns for a given set of cash flows
calculate_residual_valuation_cap_rates

Residual value, capitalization rate method
calculate_residual_valuation_ebitda_multiples

Residual value, EBITDA multiple method
calculate_cash_flow_dates

Summary cash flows
calculate_cash_flow_waterfall

Cash-flow waterfall
calculate_days_accrued_pref

Accrued preference
calculate_irr_periods

Interal rate of return
get_data_adv_managers_brochures

OCR IAPD Managers Brochures
get_data_adv_managers_current_period_summary

ADV managers most recent summary data
get_data_cb_unicorns

CB Insight data
get_data_companies_tickers

Companies ticker symbols
calculate_share_proceeds

Share proceeds
calculate_valuation_post_money

Post money valuation splits
get_data_crsp_files

CRSP file dictionary
get_data_crsp_indicies_constituents

CRSP index constituents
drop_na_columns

Drop NA columns
extract_fee_references

Extract fee references
get_data_adv_managers_periods_summaries

ADV managers periods data
get_data_adv_period_urls

Get ADV summary filing urls for all available periods
get_data_edgar_filings_most_recent

Most recent EDGAR filings by type
get_data_edgar_ft_terms

Title
get_data_fred_terms_ids

FRED Terms Series IDs
get_data_edgar_search_terms

Title
get_data_edgar_sic_filers

SIC Cod Companies
get_data_mmf_owned_debt_securities

Money Market Debt Securities
get_data_msci_indicies

MSCI indicies
get_data_nareit_constituent_years

NAREIT index constituency data by year
get_data_irei_entitites

IREI Entities
get_data_nareit_property_msa

NAREIT properties by MSA
get_data_nareit_state_info

NAREIT properties by state
get_data_reit_funds

REIT fund manager data.
get_data_edgar_tickers

SEC listed public companys
get_data_finra_entities

FINRA registered entities
get_data_location_codes

Locations
generate_trade_view_metric_query

Generate tradeview metric query
get_class_df

Class DF
get_data_dtcc_most_recent_trades

DTCC most recent trades by product
get_data_dtcc_trades

DTCC trades by date and product
get_data_finra_people

FINRA registered people
get_data_market_events

Get Market Events
get_data_nareit_monthly_returns

NAREIT monthly returns by sector
get_data_nareit_notable_properties

NAREIT notable properties
get_data_sec_broker_dealers

SEC registered broker-dealers
get_data_nareit_entities

NAREIT constituents
get_data_sec_closed_end_funds

SEC registered closed-end funds
get_data_sec_cusips

SEC CUSIPs
get_data_sec_ciks

SEC CIK registered entities
get_data_sec_investment_companies

SEC registered investment companies
get_data_sec_securities_filing_counts

SEC Filing Counts
get_data_sec_securities_metrics_by_exchange

SEC quarterly securities transaction metrics
get_data_adv_managers_filings

IAPD registered managers ADV data
get_data_adv_managers_metadata

IAPD registered meta data
get_data_crsp_indicies_returns

CRSP monthly index returns
get_data_fred_symbols

Federal Reserve Economic Data time series data_frame
get_data_nareit_annual_subsector_returns

NAREIT annual sub sector returns
get_data_nareit_capital_raises

NAREIT capital raises
get_data_sec_money_market_funds

SEC registered money market funds
get_data_nareit_industry_tracker

NAREIT quarterly industry tracking data
get_data_nareit_mergers_acquisitions

NAREIT merger and acquisitions
get_data_rf_sec_13F_companies

13F owned companies
get_data_rf_us_tickers

Get United States publicly traded ticker data
get_dictionary_form_d_categories

Form-D dictionary
get_dictionary_sec_filing_codes

SEC filing code dictionary
parse_for_tables

Parse an EDGAR data frame for underlying tables
get_data_sec_foia_requests

SEC FOIA requests
get_data_sec_form_ds

SEC Form-D's
get_data_tickers_finbox

Finbox ticker data
get_data_tickers_metrics

finbox ticker metrics
get_data_ycombinator_alumni

Y Combinator data
get_data_rf_leis

LEIs
get_data_sec_failed_to_deliver_securities

SEC failed to deliver securities
get_data_sec_filer

SEC filer
get_data_tickers_trades

Tickers trades
get_data_tickers_tradingview_news

Tradingview tickers news
tidy_column_formats

Tidy column formatting
get_data_sec_filing_entities

SEC filing entity metdata via Rank and Filed
get_data_sec_filing_streams_rf

SEC filing stream
get_data_sec_tickers_info

Get Ticker SEC company information
get_data_securities_offerings

Securities offerings
get_dictionary_finbox_companies

FinboxIO Companies
get_dictionary_sec_form_codes

SEC form codes
get_dictionary_sec_forms

SEC form dictionary
get_tradeview_regions_metrics

Tradeview region metrics
import_rda_file

Import RDA file
get_dictionary_all_fred_series_ids

FRED Series IDs
get_reit_entity_dictionary

NAREIT member dictionary
get_sic_filing_count

Title
get_dictionary_finbox_metrics

Get Searchable FinBOX metrics
get_dictionary_sec_rules

SEC Rule dictionary
get_dictionary_sic_codes

SIC Code dictionary
visualize_data_frame

Data frame visualization
visualize_fred_time_series

Plot any FRED time series
get_data_dallas_fed_international_housing

Dallas Federal Reserve International House Price Database
get_data_edgar_entities_cik

SEC registered entity search
get_data_edgar_filing_streams

SEC filing streams
get_data_msci_indicies_constituents

MSCI Indicies Constituents
get_data_msci_realtime_index_values

MSCI indicies values
get_data_recent_insider_trades

Insider trades, most recent
get_data_regions_tradingview_metrics

Tradingview searchable metrics by region
get_data_sec_adv_manager_sitemap

Returns data frame of SEC ADV sitemap
get_data_sec_bankruptcies

SEC public filing bankruptcies
get_data_sec_municipal_advisors

SEC registered municipal advisors
get_data_sec_rules

SEC Prefix Laws
get_data_sic_naics_codes

SIC Codes
get_data_sp500_constituents

S&P 500 constituents
get_data_tradingview_regions_tickers

Tradingview regions traded securities
get_data_us_public_companies

US Public Company snapshot
tidy_column_relations

Tidy nested and count columns
tidy_promote_structure

Tidy waterfall structure