R: Portfolio Analytics and Simulation Toolkit

# Portfolio Analytics and Simulation Toolkit

## Documentation for package ‘finlabR’ version 1.0.0

- DESCRIPTION file.
- User guides, package vignettes and other documentation.

## 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