tradeStats: Risk-reward statistics for quant trading
In RTL: Risk Tool Library - Trading, Risk, 'Analytics' for Commodities
tradeStats R Documentation
Risk-reward statistics for quant trading
Description
Compute list of risk reward metrics
Usage
tradeStats(x, Rf = 0)
Arguments
x
Univariate xts object of returns OR dataframe with date and return variables. xts
Rf
Risk-free rate. numeric
Value
List of risk/reward metrics. list
Author(s)
Philippe Cote
Examples
library(PerformanceAnalytics)
tradeStats(x = stocks$spy, Rf = 0)
RTL documentation built on May 29, 2024, 2:26 a.m.
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| tradeStats | R Documentation |
Risk-reward statistics for quant trading
Description
Compute list of risk reward metrics
Usage
tradeStats(x, Rf = 0)
Arguments
x |
Univariate xts object of returns OR dataframe with date and return variables. |
Rf |
Risk-free rate. |
Value
List of risk/reward metrics. list
Author(s)
Philippe Cote
Examples
library(PerformanceAnalytics)
tradeStats(x = stocks$spy, Rf = 0)
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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