Description Usage Arguments Value Author(s)
View source: R/optimal.portfolio.momentum.R
optimal.portfolio.momentum
adds a momentum portfolio to the portfolio.model
1 | optimal.portfolio.momentum(model)
|
model |
the portfolio.model to compute the portfolio of |
the portfolio.model including the newly computed optimal portfolio
Ronald Hochreiter, ronald@algorithmic.finance
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.