tradeStats: Risk-reward statistics for quant trading

View source: R/tradeStats.R

tradeStatsR 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.

Author(s)

Philippe Cote

Examples

library(PerformanceAnalytics)
tradeStats(x = RTL::spy, Rf = 0)

RTL documentation built on June 17, 2022, 5:06 p.m.