index.rotation: index.rotation
In QuantAndrew/quantbox: Auxiliary toolbox for quant research.
Description
index.rotation
Usage
1
2
3
index.rotation(indexID = c("EI000016", "EI000905", "EI000852"),
begT = as.Date("2005-01-04"), endT = Sys.Date(), MApara = 20,
fee = 0.001, sell_count = 1)
Examples
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3
indexID <- CT_industryList(33,1)
indexID <- sectorID2indexID(indexID$IndustryID)
re <- index.rotation(indexID)
QuantAndrew/quantbox documentation built on May 8, 2019, 3:50 a.m.
R Package Documentation
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Description
index.rotation
Usage
1 2 3 | index.rotation(indexID = c("EI000016", "EI000905", "EI000852"),
begT = as.Date("2005-01-04"), endT = Sys.Date(), MApara = 20,
fee = 0.001, sell_count = 1)
|
Examples
1 2 3 | indexID <- CT_industryList(33,1)
indexID <- sectorID2indexID(indexID$IndustryID)
re <- index.rotation(indexID)
|
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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