fun_dailyDf: fun_dailyDf

Description Usage Arguments Value

Description

fun_dailyDf

Usage

1
fun_dailyDf(xtsObj, dateFrom, delta = 60/61, annu = 261)

Arguments

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)

Value

Dataframe with prices, mean and standard deviation where mean and standard deviation is calculated using exponential weighted average and sum of squares


3schwartz/SpecialeScrAndFun documentation built on May 4, 2019, 6:29 a.m.