beta_correlation_analysis: Alpha, Beta, Correlation analysis

Description Usage Arguments Author(s) Examples

View source: R/beta_correlation_analysis.R

Description

This function allows you to calculate alpha, beta and correlaiton ratio with respect to the benchmark

Usage

1

Arguments

df

portfolio dataframe ("Date", "Return", "Benchmark") not case sensitive

percent

true if the data is in percentage terms

Author(s)

Alfred

Examples

1

Alfred-Zhang/ResearchTools documentation built on Nov. 23, 2017, 1:54 a.m.