Sharp: Calculate Sharp Ratio with stock prices
In RMOPI: Risk Management and Optimization for Portfolio Investment
Sharp R Documentation
Calculate Sharp Ratio with stock prices
Description
Calculate sharp ratio of stock with running window.
Usage
Sharp(x, rf = 0, n = 10)
Arguments
x
vector of price
rf
risk free rate
n
the length of running window
Value
The sharp ratio series with length the same as x
Examples
date <- as.Date("2015-01-01") + days(0:29)
trade <- rTrade(date)
x <- trade$Close
Sharp(x)
RMOPI documentation built on Aug. 22, 2022, 5:07 p.m.
R Package Documentation
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| Sharp | R Documentation |
Calculate Sharp Ratio with stock prices
Description
Calculate sharp ratio of stock with running window.
Usage
Sharp(x, rf = 0, n = 10)
Arguments
x |
vector of price |
rf |
risk free rate |
n |
the length of running window |
Value
The sharp ratio series with length the same as x
Examples
date <- as.Date("2015-01-01") + days(0:29)
trade <- rTrade(date)
x <- trade$Close
Sharp(x)
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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