Stock Market Analysis
Beta for Last 50 Daily Gains
Backtest a Hedged Contango-Based Volatility Trading Strategy
Backtest a Simple Contango-Based Volatility Trading Strategy
Convert Gain from One Time Interval to Another
Convert Daily Gain to X-year Gain
Lagged Differences (Alternate Implementation)
Scatterplot of Investment Gains
Convert Gains to Prices
Calculate Growth Rate From a Vector of Gains
Graph Investment Growth
Download and Align Gains for a Set of Tickers
Download and Align Historical Prices for a Set of Tickers
Maximum Drawdown
Calculate Various Performance Metrics
Graph Performance Metric for Various Investments
Graph Performance Metric Over Time for Various Investments
Lagged Proportion Changes
Lagged Proportion Differences
Convert Prices to Gains
Calculate Growth Rate From a Vector of Prices
Ratios of Subsequent Elements in a Vector
Risk-Return Ratio
Sharpe Ratio
Sortino Ratio
Stock Market Analysis
Backtest a Fixed-Allocation Trading Strategy
Backtest a Two-Fund Strategy that Targets a Certain Beta
Graph One Performance Metric vs. Another for Three-Fund Portfolio as A...
Get Yahoo! Finance Start/End Dates for Tickers
Graph One Performance Metric vs. Another for Two-Fund Portfolios as Al...
Graph One Performance Metric vs. Another for Various Investments
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.