| aapl.data | Sample Price Data |
| goog.data | Sample Price Data |
| optimization_constraint_allWeights | Portfolio Optimization - Position Weights Constraint |
| optimization_constraint_beta | Portfolio Optimization - Beta Constraint |
| optimization_constraint_CVaR | Portfolio Optimization - CVaR Constraint |
| optimization_constraint_expectedReturn | Portfolio Optimization - Expected Return Constraint |
| optimization_constraint_modifiedSharpeRatio | Portfolio Optimization - Modified Sharpe Ratio Constraint |
| optimization_constraint_portfolioValue | Portfolio Optimization - Portfolio Value Constraint |
| optimization_constraint_return | Portfolio Optimization - Return Constraint |
| optimization_constraint_sharpeRatio | Portfolio Optimization - Sharpe Ratio Constraint |
| optimization_constraint_starrRatio | Portfolio Optimization - Starr Ratio Constraint |
| optimization_constraint_sumOfAbsWeights | Portfolio Optimization - Sum Of Absolute Position Weights Constraint |
| optimization_constraint_VaR | Portfolio Optimization - VaR Constraint |
| optimization_constraint_variance | Portfolio Optimization - Variance Constraint |
| optimization_constraint_weight | Portfolio Optimization - Position Weight Constraint |
| optimization_forecast | Porfolio Optimization - Set Optimization Forecast |
| optimization_goal | Porfolio Optimization - Set Optimization Goal |
| optimization_info | Porfolio Optimization - Print Optimization Details |
| optimization_run | Portfolio Optimization - Runs Optimization Algorithm |
| optimizer-class | Class '"optimizer"' |
| plot-method | Class '"portfolio"' |
| plot-method | Class '"portfolioPlot"' |
| portfolio-class | Class '"portfolio"' |
| portfolioPlot-class | Class '"portfolioPlot"' |
| portfolio_addPosition | Add position in portfolio |
| portfolio_addPosition-method | Class '"portfolio"' |
| portfolio_alpha | Portfolio Alpha |
| portfolio_availableSymbols | Get All Symbol List |
| portfolio_beta | Portfolio Beta |
| portfolio_calmarRatio | Portfolio Calmar Ratio |
| portfolio_create | Creates new portfolio |
| portfolio_create-method | Class '"portfolio"' |
| portfolio_cumulant | Portfolio N-th Cumulant |
| portfolio_CVaR | Portfolio Conditional Value-at-Risk |
| portfolio_downCaptureRatio | Portfolio Down Capture Ratio |
| portfolio_downNumberRatio | Portfolio Down Number Ratio |
| portfolio_downPercentageRatio | Portfolio Down Percentage Ratio |
| portfolio_downsideVariance | Portfolio Downside Variance |
| portfolio_endBatch | Ends Metrics Batch |
| portfolio_expectedDownsideReturn | Portfolio Expected Downside Return |
| portfolio_expectedReturn | Portfolio Expected Return |
| portfolio_expectedUpsideReturn | Portfolio Expected Upside Return |
| portfolio_fractalDimension | Portfolio Fractal Dimension |
| portfolio_gainLossVarianceRatio | Portfolio Gain Loss Variance Ratio |
| portfolio_gainVariance | Portfolio Gain Variance |
| portfolio_getSettings | Get Portfolio Settings |
| portfolio_hurstExponent | Portfolio Hurst Exponent |
| portfolio_informationRatio | Portfolio Information Ratio |
| portfolio_jensensAlpha | Portfolio Jensen's Alpha |
| portfolio_kurtosis | Portfolio Kurtosis |
| portfolio_lossVariance | Portfolio Loss Variance |
| portfolio_maxDrawdown | Portfolio Max Drawdown |
| portfolio_modifiedSharpeRatio | Portfolio Modified Sharpe Ratio |
| portfolio_moment | Portfolio N-th Order Central Moment |
| portfolio_omegaRatio | Portfolio Omega Ratio |
| portfolio_pdf | Probability Density Function of Portfolio Returns |
| portfolio_profit | Portfolio Profit |
| portfolio_rachevRatio | Portfolio Rachev Ratio |
| portfolio_removePosition | Remove position from portfolio |
| portfolio_return | Portfolio Return |
| portfolio_settings | Portfolio Settings |
| portfolio_sharpeRatio | Portfolio Sharpe Ratio |
| portfolio_skewness | Portfolio Skewness |
| portfolio_sortinoRatio | Portfolio Sortina Ratio |
| portfolio_starrRatio | Portfolio STARR Ratio |
| portfolio_startBatch | Starts Metrics Batch |
| portfolio_symbols | Portfolio Symbols |
| portfolio_treynorRatio | Portfolio Treynor Ratio |
| portfolio_txnCosts | Portfolio Transactional Costs |
| portfolio_upCaptureRatio | Portfolio Up Capture Ratio |
| portfolio_upNumberRatio | Portfolio Up Number Ratio |
| portfolio_upPercentageRatio | Portfolio Up Percentage Ratio |
| portfolio_upsideDownsideVarianceRatio | Portfolio Upside/Downside Variance Ratio |
| portfolio_upsideVariance | Portfolio Upside Variance |
| portfolio_value | Portfolio Value |
| portfolio_VaR | Portfolio Value-at-Risk |
| portfolio_variance | Portfolio Variance |
| position_alpha | Position Alpha |
| position_beta | Position Beta |
| position_calmarRatio | Position Calmar Ratio |
| position_correlation | Position Correlation |
| position_correlationMatrix | Position Correlation Matrix |
| position_covariance | Position Covariance |
| position_covarianceMatrix | Position Covariance Matrix |
| position_cumulant | Position N-th Cumulant |
| position_CVaR | Position Conditional Value-at-Risk |
| position_downCaptureRatio | Position Down Capture Ratio |
| position_downNumberRatio | Position Down Number Ratio |
| position_downPercentageRatio | Position Down Percentage Ratio |
| position_downsideVariance | Position Downside Variance |
| position_expectedDownsideReturn | Position Expected Downside Return |
| position_expectedReturn | Position Expected Return |
| position_expectedUpsideReturn | Position Expected Upside Return |
| position_fractalDimension | Position Fractal Dimension |
| position_gainLossVarianceRatio | Position Gain Loss Variance Ratio |
| position_gainVariance | Position Gain Variance |
| position_hurstExponent | Position Hurst Exponent |
| position_informationRatio | Position Information Ratio |
| position_jensensAlpha | Position Jensen's Alpha |
| position_kurtosis | Position Kurtosis |
| position_lossVariance | Position Loss Variance |
| position_maxDrawdown | Position Max Drawdown |
| position_modifiedSharpeRatio | Position Modified Sharpe Ratio |
| position_moment | Position N-th Moment |
| position_omegaRatio | Position Omega Ratio |
| position_pdf | Probability Density Function of Position Returns |
| position_price | Position Price |
| position_profit | Position Profit |
| position_quantity | Position Quantity |
| position_rachevRatio | Position Rachev Ratio |
| position_return | Position Return |
| position_returnAutocovariance | Position Return Autocovariance |
| position_returnJumpSize | Position Return Jump Size |
| position_setQuantity | Set Position Quantity |
| position_sharpeRatio | Position Sharpe Ratio |
| position_skewness | Position Skewness |
| position_sortinoRatio | Position Sortino Ratio |
| position_starrRatio | Position STARR Ratio |
| position_treynorRatio | Position Treynor Ratio |
| position_txnCosts | Position Transactional Costs |
| position_upCaptureRatio | Position Up Capture Ratio |
| position_upNumberRatio | Position Up Number Ratio |
| position_upPercentageRatio | Position Up Percentage Ratio |
| position_upsideDownsideVarianceRatio | Position Upside/Downside Variance Ratio |
| position_upsideVariance | Position Upside Variance |
| position_value | Position Value |
| position_VaR | Position Value-at-Risk |
| position_variance | Position Variance |
| position_weight | Position Weight |
| show-method | Class '"portfolio"' |
| show-method | Class '"portfolioPlot"' |
| spy.data | Sample Price Data |
| util_cleanCredentials | Clean API Credentials |
| util_colorScheme | Color scheme for charts |
| util_dateToPOSIXTime | Date To POSIX Time |
| util_fillScheme | Fill scheme for charts |
| util_getComputeTime | Remaining compute time |
| util_ggplot | Converter of portfolioPlot to ggplot2 |
| util_line2d | Adds line chart to existing plot |
| util_multiplot | Multiple ggplot2 charts on one page |
| util_plot2d | Line plot of portfolio metric (for a time series) |
| util_plot2df | Line plot of portfolio metric (for a dataframe) |
| util_plotDensity | Line plot of probability density |
| util_plotTheme | Plot style settings for PortfolioEffect theme |
| util_POSIXTimeToDate | POSIX Time To Date |
| util_setCredentials | Set API Credentials |
| util_summary | Portfolio Summary Plot |
| +-method | Class '"portfolioPlot"' |