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var-techml-neanderthal.returns

Return/PnL series transforms: dataset-of-prices -> dataset-of-returns, plus the day/week/month bucketing used to slice a price history for VaR.

Return/PnL series transforms: dataset-of-prices -> dataset-of-returns, plus
the day/week/month bucketing used to slice a price history for VaR.
raw docstring

bond-total-returnclj

(bond-total-return entry-price exit-price coupon days)
source

days->monthsclj

(days->months dates)

It's quite hard without actual interop with java.time etc. 25d will suffice

It's quite hard without actual interop with java.time etc. 25d will suffice
sourceraw docstring

days->weeksclj

(days->weeks dates)
source

ds-daily-changeclj

(ds-daily-change dataset cols f)

This will error out if there are several columns with the same name.

This will error out if there are several columns with the same name.
sourceraw docstring

ds-date-filterclj

(ds-date-filter dataset dates)
source

ds-differencesclj

(ds-differences dataset)
source

ds-differences-with-indexclj

(ds-differences-with-index dataset index-col-name)
source

ds-returnsclj

(ds-returns dataset)
source

ds-returns-with-indexclj

(ds-returns-with-index dataset index-col-name)
source

nd-pnlsclj

(nd-pnls m)
source

nd-returnsclj

(nd-returns m)
source

one-yearclj

source

one-year-monthsclj

source

one-year-weeksclj

source

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