portfolioLogReturns: get the porfolio log returns

Description Usage Arguments Value

Description

This calculated by taking the proporation of weights(0-1), but typically a fraction and then multiplying this proportion by its corresponding value column. The sum of weights(_wts) columns sum to be one(1).

Usage

1
portfolioLogReturns(xTs = NULL, initVal = NULL)

Arguments

xTs

xts object

initVal

start value of the investor's porfolio

Value

xts object of geometric returns


AndreMikulec/tradeModel documentation built on May 23, 2019, 8 p.m.