fun_RelErrMom: Relative Error Adjusted based Momentum
In 3schwartz/IPAmomentumSmallMidCap:

Description Usage Arguments Value

Returns a plot and statistics for a relative momentum based on error adjusted ranking OBS! Objects with only NA's values will be removed under calculations

fun_RelErrMom(listData, period = c("days", "weeks", "months", "quarters",
  "years"), lookback = c(3, 6, 12), dateStart = NULL,
  weights = c(1/6, 2/3, 1/6), NumAssets = 8, size = NULL,
  UseTC = TRUE, TCmin = 30, TCrate = 0.001, savePlot = NULL,
  name = NULL, width = 8, height = 6, SMAperiod = 10)

`listData`	Data from Yahoo in form OHLCAV. The adjusted prices is used s these must be present
`period`	Period at which one want to obtain data. Can be "days", "weeks", "months", "quarters" or "years"
`lookback`	Lookback periods used to rank assets
`dateStart`	Date at which the strategy shall start. The lookback period is looking before this date so it is the start date of the strategy. The form should be ex: "2018/", "2018-01/" or "2018-01-01/"
`weights`	weights when using a weighted momentum. Vector which should have lenth three and sum to one
`NumAssets`	Number of assets in optimal portfolio
`size`	Number of asset one buy (or sell) in each transaction. Default is one
`UseTC`	Logical if one want to use transaction cast
`TCmin`	Minimum transactionamount
`TCrate`	Rate in which the transaction cost is calculated. This is only used if it is over the minimal amount
`savePlot`	Outdir if one want to save plot
`name`	Used on graph. If savePlot !is.null then the name (OBS: also _MOM_period is appended)
`width`	If savePlot !is.null then the width of plot
`height`	If savePlot !is.null then the height of plot
`SMAperiod`	int Period one is using to calculate errors. These are calcualted on daily frequency and not the period specified

list

`name plotCumReturn`	ggplot of cumreturns for different assets
`name StatTable`	Table of statistics
`name xtable_StatTable`	LateX code for above table of statistics