MomRatio: MomRatio (more flexible momentum ratio)

Description Usage Arguments Author(s)

Description

MomRatio (more flexible momentum ratio)

Usage

1
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MomRatio(positive, negative = positive, type = "positive", maType,
  lable = NULL, ratiomaType = NULL, ...)

Arguments

positive

first price column

negative

second price column

type

momentum type in "positive","negative","net"

maType

A function or a string naming the function to be called. for positive and negative momentum

lable

name of the momentum

ratiomaType

A function or a string naming the function to be called. for numerator and denominator

...

Other arguments to be passed to the maType function.

Author(s)

Chen Chaozong


Chen-Chaozong/extraTechInds documentation built on May 6, 2019, 10:10 a.m.