portfolioLogReturns: get the porfolio log returns
In AndreMikulec/tradeModel: Quantitive Mathematics and Financial Prediction
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.
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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
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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