Description Usage Arguments Value
fun_SharpeCompare_v2
1 2 3 4 |
listData |
List of daily data with excess, excessvol adjusted and sigma |
lag |
Number of lags used for lookback |
proAnnuVol |
int: Procent one scale the inverse of the volatility with |
savePlot |
If one want to save plot |
name |
name for outpput blot |
outputFig |
Output path if one have said TRUE to saveplot |
width |
Width of plot saved |
height |
heigh of plot saved |
A list
name Sharpe_table |
description List with TSMOM for each crypto |
name Sharpe_plot |
description Table of Sharpe ratios |
name Sharpe_Cum_plot |
description Sharpe ratios given in tidy form |
name SharpeCum_tidy |
description Sharpe ratios cumulated given in tidy form |
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