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fundManageR (version 0.5.0224)

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

0.5.0224

License

MIT + file LICENSE

Issues

2

Pull Requests

0

Stars

187

Forks

31

Maintainer

Alex Bresler

Last Published

June 9th, 2021

Functions in fundManageR (0.5.0224)

calculate_cash_flow_waterfall

Cash-flow waterfall
adv_managers_periods_summaries

ADV managers periods data
calculate_cash_flows_returns

Calculate returns for a given set of cash flows
adv_managers_current_period_summary

ADV managers most recent summary data
adv_managers_brochures

OCR IAPD Managers Brochures
adv_managers_filings

IAPD registered managers ADV data
calculate_cash_flow_waterfall_partnership

Partnership waterfall and cash flows
calculate_cash_flow_dates

Summary cash flows
adv_period_urls

Get ADV summary filing urls for all available periods
adv_managers_metadata

IAPD registered meta data
calculate_share_proceeds

Share proceeds
data_location_codes

Locations
calculate_leverage_metrics

Leveraged return metrics
calculate_loan_payment

Loan payment calculation
data_rf_leis

LEIs
calculate_residual_valuation_cap_rates

Residual value, capitalization rate method
crsp_indicies_returns

CRSP monthly index returns
calculate_residual_valuation_ebitda_multiples

Residual value, EBITDA multiple method
calculate_days_accrued_pref

Accrued preference
dallas_fed_international_housing

Dallas Federal Reserve International House Price Database
calculate_valuation_post_money

Post money valuation splits
data_sic_naics_codes

SIC Codes
calculate_irr_periods

Interal rate of return
dictionary_sec_form_codes

SEC form codes
drop_na_columns

Drop NA columns
dictionary_sic_codes

SIC Code dictionary
data_rf_us_tickers

Get United States publicly traded ticker data
dictionary_fred_ids

FRED Series IDs
dictionary_finbox_companies

FinboxIO Companies
finra_people

FINRA registered people
edgar_ft_terms

Title
edgar_filings_most_recent

Most recent EDGAR filings by type
dictionary_sec_forms

SEC form dictionary
cb_unicorns

CB Insight data
companies_tickers

Companies ticker symbols
data_sec_rules

SEC Prefix Laws
fred_symbols

Federal Reserve Economic Data time series tibble
nareit_capital_raises

NAREIT capital raises
dictionary_sec_names

SEC Name Dictionary
edgar_entities_cik

SEC registered entity search
edgar_filing_streams

SEC filing streams
dictionary_sec_rules

SEC Rule dictionary
nareit_constituent_years

NAREIT index constituency data by year
edgar_search_terms

Title
crsp_files

CRSP file dictionary
nareit_entities

NAREIT constituents
fred_terms_ids

FRED Terms Series IDs
fundManageR

fundManageR
dictionary_sec_filing_codes

SEC filing code dictionary
crsp_indicies_constituents

CRSP index constituents
edgar_sic_filers

SIC Cod Companies
dtcc_recent_trades

DTCC most recent trades by product
sec_xbrl_periods

SEC quarterly XBRL data
sec_securities_filing_counts

SEC Filing Counts
sec_failed_to_deliver_securities

SEC failed to deliver securities
recent_insider_trades

Insider trades, most recent
sec_municipal_advisors

SEC registered municipal advisors
reit_funds

REIT fund manager data.
sec_filer

SEC filer
securities_offerings

Securities offerings
us_public_companies

US Public Company snapshot
generate_tv_bond_query

Default Bond query metric
visualize_fred_time_series

Plot any FRED time series
sec_closed_end_funds

SEC registered closed-end funds
nareit_state_info

NAREIT properties by state
fred_symbols_descriptions

FRED Symbols descriptions
dtcc_trades

DTCC trades by date and product
irei_entitites

IREI Entities
fred_tags

FRED tag search
mmf_owned_debt_securities

Money Market Debt Securities
parse_for_tables

Parse an EDGAR data frame for underlying tables
nareit_industry_tracker

NAREIT quarterly industry tracking data
sec_cusips

SEC CUSIPs
dictionary_finbox_metrics

Get Searchable FinBOX metrics
visualize_tibble

Data frame visualization
ycombinator_alumni

Y Combinator data
msci_realtime_index_values

MSCI indicies values
finbox_tickers

Finbox ticker data
extract_fee_references

Extract fee references
finra_entities

FINRA registered entities
dictionary_form_d_categories

Form-D dictionary
nareit_annual_subsector_returns

NAREIT annual sub sector returns
edgar_tickers

SEC listed public companys
nareit_notable_properties

NAREIT notable properties
residual_values

Residual value calculations
nareit_property_msa

NAREIT properties by MSA
rf_sec_13F_companies

13F owned companies
get_class_df

Class DF
sec_tickers_info

Get Ticker SEC company information
sec_securities_metrics_by_exchange

SEC quarterly securities transaction metrics
tidy_column_formats

Tidy column formatting
nareit_mergers_acquisitions

NAREIT merger and acquisitions
msci_indicies

MSCI indicies
sec_filing_streams_rf

SEC filing stream
plot_time_series_static

Plot ggplot time series
sec_adv_manager_sitemap

Returns data frame of SEC ADV sitemap
msci_indicies_constituents

MSCI Indicies Constituents
sec_bankruptcies

SEC public filing bankruptcies
read_rda_file

read RDA file
sec_filing_entities

SEC filing entity metdata via Rank and Filed
tickers_metrics

finbox ticker metrics
nareit_monthly_returns

NAREIT monthly returns by sector
tv_regions_tickers

Tradingview regions traded securities
tidy_column_relations

Tidy nested and count columns
tv_tickers_news

Tradingview tickers news
sec_foia_requests

SEC FOIA requests
tv_metrics_data

Tradeview region metrics
tickers_trades

Tickers trades
tv_regions_metrics

Tradingview searchable metrics by region
sec_investment_companies

SEC registered investment companies
sec_broker_dealers

SEC registered broker-dealers
sec_money_market_funds

SEC registered money market funds
sec_ciks

SEC CIK registered entities
sec_form_ds

SEC Form-D's
tidy_promote_structure

Tidy waterfall structure
tv_metric_query

Generate default TV query metric
sp500_constituents

S&P 500 constituents
sic_filing_count

Title
tv_metric

Generate tradeview metric query
us_inflation

US Inflation Adjustment Table
us_banks

United States Bank Data
tv_market_events

Get Market Events