cap_turnover: Cap turnover sequentially across dates
In PortfolioTesteR: Test Investment Strategies with English-Like Code
cap_turnover R Documentation
Cap turnover sequentially across dates
Description
Cap turnover sequentially across dates
Usage
cap_turnover(weights, max_turnover = 0.2)
Arguments
weights
desired weight panel.
max_turnover
maximum per-rebalance turnover (0..1).
Value
executed weights after turnover capping.
PortfolioTesteR documentation built on Nov. 5, 2025, 5:23 p.m.
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| cap_turnover | R Documentation |
Cap turnover sequentially across dates
Description
Cap turnover sequentially across dates
Usage
cap_turnover(weights, max_turnover = 0.2)
Arguments
weights |
desired weight panel. |
max_turnover |
maximum per-rebalance turnover (0..1). |
Value
executed weights after turnover capping.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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