rTrade: Simulate stock trade data
In RMOPI: Risk Management and Optimization for Portfolio Investment
rTrade R Documentation
Simulate stock trade data
Description
Simulate stock trade data with assumption that the stock price following Geometric Brownian Motion (GBM).
Usage
rTrade(time, start = 100, mu = 1e-04, sigma = 2e-04)
Arguments
time
time vector of time, must be a "Date" type variable
start
the start position
mu
the mu parameter of GBM
sigma
the sigma parameter of GBM
Value
Stock trade data with Open, High, Low and Close
Examples
date <- as.Date("2015-01-01") + days(0:29)
rTrade(date)
RMOPI documentation built on Aug. 22, 2022, 5:07 p.m.
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| rTrade | R Documentation |
Simulate stock trade data
Description
Simulate stock trade data with assumption that the stock price following Geometric Brownian Motion (GBM).
Usage
rTrade(time, start = 100, mu = 1e-04, sigma = 2e-04)
Arguments
time |
time vector of time, must be a "Date" type variable |
start |
the start position |
mu |
the |
sigma |
the |
Value
Stock trade data with Open, High, Low and Close
Examples
date <- as.Date("2015-01-01") + days(0:29)
rTrade(date)
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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