rsrs_timing: RSRS timing
In QianMazi/MaziBox:
Description
Usage
Arguments
Value
Description
RSRS timing
Usage
1
2
rsrs_timing(indexID = "EI000300", begT = as.Date("2002-01-05"),
endT = Sys.Date() - 1, param_N = 18, param_M = 600, param_S = 0.8)
Arguments
param_N
The length of time series used to fit beta.
param_M
The length of data used to smooth and adjust beta.
param_S
The epsilon used to control buy and sell.
Value
A list, containing rtn and finalre.
QianMazi/MaziBox documentation built on May 8, 2019, 3:49 a.m.
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Description Usage Arguments Value
Description
RSRS timing
Usage
1 2 | rsrs_timing(indexID = "EI000300", begT = as.Date("2002-01-05"),
endT = Sys.Date() - 1, param_N = 18, param_M = 600, param_S = 0.8)
|
Arguments
param_N |
The length of time series used to fit beta. |
param_M |
The length of data used to smooth and adjust beta. |
param_S |
The epsilon used to control buy and sell. |
Value
A list, containing rtn and finalre.
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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