backtest_short: function to backtest model parameters.
In DavisWeaver/stonkr_public: Quantitative trading for the people
Description
compare model forecasts to the efficient market hypothesis
(i.e. assuming share price is the same the next day as it was the previous day)
Usage
1
backtest_short(ticker, n_tests, ncores, vendor = "quandl", ...)
Arguments
ticker
which ticker or tickers should we evaluate?
n_tests
how many tests per ticker per month of data should we use?
ncores
number of cores to use for parallel computing.
...
additional parameters passed to renarin_short_historic
DavisWeaver/stonkr_public documentation built on March 18, 2021, 2:35 p.m.
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Description
compare model forecasts to the efficient market hypothesis (i.e. assuming share price is the same the next day as it was the previous day)
Usage
1 | backtest_short(ticker, n_tests, ncores, vendor = "quandl", ...)
|
Arguments
ticker |
which ticker or tickers should we evaluate? |
n_tests |
how many tests per ticker per month of data should we use? |
ncores |
number of cores to use for parallel computing. |
... |
additional parameters passed to renarin_short_historic |
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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