Public Economic Data and Quantitative Analysis

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Documentation for package ‘pedquant’ version 0.2.1

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%x<% crossover operators
%x>% crossover operators
dt_banks dataset of bank stocks in sse
dt_ssec dataset of shanghai composite index
ed_code code list by category
ed_fred query FRED economic data
ed_fred_symbol symbol of FRED economic data
ed_nbs query NBS economic data
ed_nbs_subregion subregion code of NBS economic data
ed_nbs_symbol symbol of NBS economic data
md_bond query bond data
md_forex query forex data
md_future query future market data
md_future_symbol symbol of future market data
md_money query interbank offerd rate
md_stock query stock market data
md_stock_adjust adjust stock price for split and dividend
md_stock_financials query financial statements
md_stock_symbol symbol components of exchange
md_symbol symbol of market data
pq_addti adding technical indicators
pq_addti_funs technical functions
pq_freq converting frequency of daily data
pq_opr dataframe operation
pq_performance calculating performance metrics
pq_performance_funs performance functions
pq_plot creating charts for time series
pq_portfolio calculating returns/equity of portfolio
pq_return calculating returns by frequency