Description Usage Arguments Value
fun_dailyDf
1 | fun_dailyDf(xtsObj, dateFrom, delta = 60/61, annu = 261)
|
xtsObj |
a xts object |
dateFrom |
date at which period one want to get the date from. Choose beginning period if one want all |
delta |
weight used in the exponential weighted average and volatility |
annu |
to annualize data. From daily to year use 261 if assets and 365 for crypto (since they are traded all year round all day) |
Dataframe with prices, mean and standard deviation where mean and standard deviation is calculated using exponential weighted average and sum of squares
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