Description Usage Arguments Value References Examples
Useful for comparing metrics for several investments. The first investment is used as the benchmark if requested metrics require one.
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tickers |
Character vector of ticker symbols that Yahoo! Finance recognizes, if you want to download data on the fly. |
... |
Arguments to pass along with |
gains |
Numeric matrix with 1 column of gains for each investment (can be a vector if there is only one). |
prices |
Numeric matrix with 1 column of prices for each investment (can be a vector if there is only one). |
perf.metrics |
Character vector specifying metrics to calculate. |
List containing:
Numeric matrix named perf.metrics
with performance metrics.
Numeric matrix named cor.mat
with correlation matrix for gains
for the various investments.
Ryan, J.A. and Ulrich, J.M. (2017) quantmod: Quantitative Financial Modelling Framework. R package version 0.4-12, https://CRAN.R-project.org/package=quantmod.
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