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stocks (version 1.1.4)

Stock Market Analysis

Description

Functions for analyzing stocks or other investments. Main features are loading and aligning historical data for ticker symbols, calculating performance metrics for individual funds or portfolios (e.g. annualized growth, maximum drawdown, Sharpe/Sortino ratio), and creating graphs. C++ code is used to improve processing speed where possible.

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Version

Install

install.packages('stocks')

Monthly Downloads

189

Version

1.1.4

License

GPL-3

Maintainer

Dane Van Domelen

Last Published

August 31st, 2018

Functions in stocks (1.1.4)

vanguard_largecap_funds

Vanguard Large-cap Stock Mutual Funds and Inception Dates

vanguard_midcap_etfs

Vanguard Mid-cap Stock ETFs and Inception Dates

vanguard_targetrisk_funds

Vanguard Target Risk Mutual Funds and Inception Dates

vanguard_taxexempt_bond_funds

Vanguard Tax-exempt Bond Mutual Funds and Inception Dates

Download and Align Gains for a Set of Tickers

Download and Align Historical Prices for a Set of Tickers

Convert Prices to Gains

Calculate Growth Rate From a Vector of Prices

Graph Investment Growth

onemetric_graph

Graph Performance Metric for Various Investments

Calculate Growth Rate From a Vector of Gains

onemetric_overtime_graph

Graph Performance Metric Over Time for Various Investments

sector_spdr_etfs

Sector SPDR ETFs and Inception Dates

beta_trailing50

Beta for Last 50 Daily Gains

vanguard_bond_funds

Vanguard Bond Mutual Funds

Vanguard ETFs and Inception Dates

contango_hedged

Backtest a Hedged Contango-Based Volatility Trading Strategy

Lagged Proportion Differences

Lagged Proportion Changes

vanguard_midcap_funds

Vanguard Mid-cap Stock Mutual Funds and Inception Dates

vanguard_sector_etfs

Vanguard Sector & Specialty ETFs and Inception Dates

vanguard_stock_funds

Vanguard Stock Mutual Funds and Inception Dates

vanguard_targetdate_funds

Vanguard Target Date Mutual Funds

contango_simple

Backtest a Simple Contango-Based Volatility Trading Strategy

Scatterplot of Investment Gains

Convert Gain from One Time Interval to Another

High-Yield ETFs from ETFdb.com and Inception Dates

Convert Gains to Prices

Largest 100 Market Cap ETFs (as of 3/2/18) and Inception Dates

Maximum Drawdown

Ratios of Subsequent Elements in a Vector

Risk-Return Ratio

Calculate Various Performance Metrics

Vanguard Mutual Funds and Inception Dates

vanguard_igrade_etfs

Vanguard Investment-grade Bond ETFs and Inception Dates

Stock Market Analysis

Backtest a Fixed-Allocation Trading Strategy

vanguard_international_funds

Vanguard International Mutual Funds and Inception Dates

threefunds_graph

Graph One Performance Metric vs. Another for Three-Fund Portfolio as Allocation Varies

targetbeta_twofunds

Backtest a Two-Fund Strategy that Targets a Certain Beta

vanguard_balanced_funds

Vanguard Balanced Mutual Funds and Inception Dates

vanguard_largecap_etfs

Vanguard Large-cap Stock ETFs and Inception Dates

Get Yahoo! Finance Start/End Dates for Tickers

vanguard_sector_funds

Vanguard Sector Mutual Funds and Inception Dates

vanguard_bond_etfs

Vanguard Bond ETFs and Inception Dates

vanguard_smallcap_funds

Vanguard Small-cap Stock Mutual Funds and Inception Dates

vanguard_igrade_funds

Vanguard Investment-grade Bond Mutual Funds and Inception Dates

vanguard_stock_etfs

Vanguard Stock ETFs and Inception Dates

vanguard_smallcap_etfs

Vanguard Small-cap Stock ETFs and Inception Dates

vanguard_international_etfs

Vanguard International ETFs 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

Lagged Differences (Alternate Implementation)

Convert Daily Gain to X-year Gain

Graph One Performance Metric vs. Another for Two-Fund Portfolios as Allocation Varies

twometrics_graph

Graph One Performance Metric vs. Another for Various Investments