BackTestTimes: BackTesting Time Period Function
In R-Finance/MPO: Modern Portfolio Optimization
Description
Usage
Arguments
Value
Author(s)
Description
Calculates rebalance dates
Usage
1
BackTestTimes(dates, rebalance.periods, training.length)
Arguments
dates
A date object, such as calling index() on an
xts object
Value
returns a list training start and end dates, and
rebalancing dates
Author(s)
Doug Martin
R-Finance/MPO documentation built on May 8, 2019, 3:52 a.m.
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Description Usage Arguments Value Author(s)
Description
Calculates rebalance dates
Usage
1 | BackTestTimes(dates, rebalance.periods, training.length)
|
Arguments
dates |
A date object, such as calling index() on an xts object |
Value
returns a list training start and end dates, and rebalancing dates
Author(s)
Doug Martin
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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