Description Usage Arguments Value Examples
Evaluate an alpha function given data (xts) and constant arguments. Extracts relevant data from data argument and returns xts alpha results.
1 | alpha_run(constants, dat, alpha_fun)
|
constants |
(numeric) vector of constants to be passed to alpha fun. |
dat |
(named list) each entry an xts matrix (e.g. cl= closing prices, vol=volumes). |
alpha_fun |
(function) the alpha function to be evaluated. |
(xts matrix) alpha value computed for every period and every asset.
1 2 |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.