Portfolio Analytics and Simulation Toolkit
![[R logo]](../../../doc/html/Rlogo.svg)
![[Up]](../../../doc/html/left.jpg)
![[Top]](../../../doc/html/up.jpg)
Documentation for package ‘finlabR’ version 1.0.0
Help Pages
| american_option_binomial | American Option Pricing via Binomial Tree |
| annualize_returns | Annualise Returns |
| asset_clustering | Asset Clustering with Optional PCA Reduction |
| asset_correlation | Correlation Analysis Across Asset Groups |
| asset_correlation_matrix | Compute Cross-Asset Correlation Matrix |
| binomial_tree_option | Binomial Tree Option Pricing (European) |
| bootstrap_returns | Bootstrap Returns |
| bs_option_price | Black-Scholes Option Price |
| calc_returns | Compute Asset Returns from a Price Series |
| clt_demonstration | CLT Demonstration |
| clt_pnl_ci | Evaluate Strategy PnL using CLT Confidence Intervals |
| clt_sample_means | CLT Sample Means |
| cluster_book_kmeans | Cluster Order Book States using K-Means |
| cluster_summary | Cluster Summary |
| compute_efficient_frontier | Compute the Efficient Frontier |
| consistency_check | Consistency Check |
| cross_asset_analysis | Cross-Asset Correlation Analysis |
| cross_validate_portfolio | Time-Series Cross-Validation for Portfolio Models |
| cvar_frontier | CVaR-Return Frontier |
| cvar_minimize | CVaR-Minimising Portfolio (Softmax / Lightweight) |
| detect_regimes | Detect Regimes (General Interface) |
| download_prices | Download Prices via quantmod |
| embedding_2d | 2D Embedding for Visualisation |
| em_clustering | EM (Gaussian Mixture) Clustering |
| em_regime | EM Algorithm (Gaussian Mixture) Regime Detection |
| equal_risk_contribution | Equal Risk Contribution (Risk Parity) Portfolio |
| example_prices | Example synthetic price dataset |
| extract_features | Extract Market Microstructure Features |
| fetch_yahoo_prices | Fetch Yahoo Finance close prices (wrapper around quantmod) |
| format_weights | Format Portfolio Weights |
| gaussian_mixture_em | Gaussian Mixture Model via EM (Diagonal Covariance) |
| gbm_simulation | Geometric Brownian Motion Simulation (Rich Output) |
| gd_max_sharpe | Gradient Descent Maximum Sharpe Portfolio |
| gd_min_variance | Gradient Descent Minimum Variance Portfolio |
| get_example_prices | Example Price Data |
| get_returns | Compute Returns from Prices |
| gradient_descent | Simple gradient descent optimizer |
| gradient_descent_portfolio | General Gradient Descent Portfolio (wrapper) |
| kmeans_regime | K-Means Market Regime Detection |
| knn_classify | kNN Classifier for Financial Signals |
| knn_money_flow | kNN Money Flow Analysis |
| knn_predict | k-Nearest Neighbors prediction |
| market_regime_kmeans | Market Regime Clustering with K-Means on Rolling Features |
| max_sharpe_portfolio | Maximum Sharpe Ratio Portfolio |
| mc_price_simulation | Monte Carlo Price / Return Simulation |
| mc_return_distribution | Monte Carlo Return Distribution Table |
| mc_statistics | Monte Carlo Statistics Summary |
| minimize_cvar | Minimise Portfolio CVaR (Multi-Restart) |
| min_variance_portfolio | Global Minimum Variance Portfolio |
| money_flow_knn | Money Flow Index + kNN signal |
| monte_carlo_option | Monte Carlo Option Pricing |
| mvo_efficient_frontier | Efficient Frontier - Lightweight Scan (Raw Scale) |
| mvo_max_sharpe | Maximum Sharpe Portfolio - Frontier Scan |
| mvo_min_variance | Minimum Variance Portfolio - Lightweight (Raw Scale) |
| mvo_summary | MVO Summary |
| optimize_quotes_gd | Optimize Quoting Parameters via Gradient Descent |
| option_greeks | Option Greeks (Black-Scholes Analytical) |
| option_price_simulation | Option Price Simulation: CLT Demonstration (Large N) |
| option_price_summary | Option Pricing Summary via Repeated Monte Carlo |
| performance_summary | Performance summary using PerformanceAnalytics |
| plot_asset_clusters | Plot Asset Clusters |
| plot_binomial_tree | Plot Binomial Tree (Small Trees) |
| plot_correlation_heatmap | Plot Correlation Heatmap |
| plot_cvar_frontier | Plot CVaR Frontier |
| plot_efficient_frontier | Plot the Efficient Frontier |
| plot_embedding | Plot 2D Embedding (t-SNE or UMAP) |
| plot_gd_convergence | Plot Gradient Descent Convergence |
| plot_mc_paths | Plot Monte Carlo Paths |
| plot_option_simulation | Plot Monte Carlo Option Paths |
| plot_pca_biplot | Plot PCA Biplot |
| plot_regimes | Plot Market Regimes |
| plot_risk_contribution | Plot Risk Contributions |
| portfolio_asset_clustering | Portfolio Asset Clustering (Extended) |
| portfolio_clustering | Portfolio Clustering (full pipeline) |
| portfolio_cvar | Portfolio CVaR (Expected Shortfall) |
| portfolio_pca | Portfolio PCA Analysis |
| portfolio_performance | Portfolio Performance Summary |
| portfolio_tsne | Portfolio t-SNE Embedding |
| portfolio_umap | Portfolio UMAP Embedding |
| predict_regime_knn | Predict Regime using kNN |
| price_option_binomial | Binomial Tree Option Pricing (European / American) |
| price_option_mc | Monte Carlo European Option Pricing |
| regime_statistics | Regime Statistics |
| risk_contribution | Compute Risk Contributions |
| risk_parity_portfolio | Risk Parity Portfolio (Convenience Wrapper) |
| risk_parity_weights | Risk Parity Weights — Fast Iterative Solver |
| rolling_correlation | Rolling Correlation |
| rolling_cv_forecast | Rolling cross-validation for return forecasts |
| run_quantportr_app | Launch the QuantPortR Interactive Dashboard |
| sampling_distribution | Sampling Distribution Demonstration |
| scree_plot | Scree Plot |
| simulate_gbm_paths | Simulate GBM Price Paths |
| simulate_orderbook | Simulate a Basic Order Book |
| unbiasedness_check | Unbiasedness Check |
| var_cvar | VaR and CVaR analysis |
| var_cvar_analysis | Full VaR / CVaR Portfolio Analysis |