Research Workflows for Macro and Cross-Asset Analysis

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Documentation for package ‘investlabr’ version 0.0.6.2

Help Pages

brief_data_as_of Calculate a conservative artifact data date
brief_plot_registry_entry Build a deprecated schema 2.0 research-artifact registry entry
brief_plot_registry_entry_v3 Build one canonical schema 3.0 research-artifact registry entry
brief_plot_registry_validate Validate a research-artifact plot registry
brief_plot_registry_write Write a research-artifact plot registry to JSON
brief_plot_registry_write_from_meta Build and write a research-artifact registry from metadata sidecars
brief_score_label Format the latest bounded research score
eval_event_performance Evaluate event performance
eval_portfolio_performance Evaluate optimized portfolio performance
eval_strat_performance Evaluate strategy performance
eval_strat_plot_scatter_maxdd_annret Scatter: annual return vs max drawdown
eval_strat_plot_tsline_eq Plot equity curve (time series)
factor_bounded_score Map standardized pressure into a bounded research score
gen_candle_plots_with_sr_dts Generate candlestick plot with support and resistance zones
gen_candle_plots_with_sr_lines Generate candlestick plot with support and resistance lines
gen_facet_plot_from_multicol_ts Plot multiple time-series columns as facets
gen_grid_of_plots_with_labels Arrange plots in a labeled grid layout
gen_plot_comparing_events Compare two event-study average paths
gen_plot_event_tsline_cum_ret Plot cumulative event-study return paths
gen_rolling_monthly_stats Generate rolling monthly strategy statistics
gen_yield_curve_plot Generate U.S. Treasury yield curve plot
gen_yield_curve_plot_grid Generate yield curve comparison grid
get_optimal_weights Compute optimal strategy weights
get_yield_data_DT Get yield data for given dates
prep_backtest_result_from_equity Build A Backtest Result Row From An Equity Curve
prep_fill_forward Carry the latest observed value forward
prep_ratio_ohlc Build Synthetic OHLC For A Price Ratio
prep_recent_changes Extract recent finite first differences
prep_series_wide Combine labeled time series into a research-ready wide table
prep_zscore Standardize a numeric series
sim_ar1_dgp Simulate an AR(1) data-generating process
sim_ar2_dgp Simulate an AR(2) data-generating process
sim_ar3_dgp Simulate an AR(3) data-generating process
sim_arch1_dgp Simulate an ARCH(1) data-generating process
sim_forward_fan Simulate a forward percentile fan from historical changes
sim_garch11_dgp Simulate a GARCH(1,1) data-generating process
sim_ma1_dgp Simulate an MA(1) data-generating process
sim_scenario_path Construct deterministic scenario paths
viz_annotate_event_lines Add event-line annotations to a plot
viz_annotate_last_value Add a direct label for the last observation in a series
viz_annotate_regime_bands Add regime-band annotations to a plot
viz_annotate_source_caption Append a standardized source caption to a plot
viz_candle_base Generate a base candlestick plot
viz_forward_fan Plot a forward percentile fan
viz_palette_get Get visualization palette values
viz_series_lines Plot one or more research series
viz_style_get Get resolved visualization style
viz_style_set Set default visualization style and context
viz_theme_apply Apply a standardized investlabr plot theme