BackTestWeights: BackTesting Portfolio Weights Function
In R-Finance/MPO: Modern Portfolio Optimization
Description
Usage
Arguments
Value
Author(s)
Description
Calculates rebalance dates
Usage
1
2
BackTestWeights(returns, rebalance.periods,
training.length, FUN, ...)
Arguments
returns
an xts object of asset returns
Value
returns an xts object of portfolio weights
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 2 | BackTestWeights(returns, rebalance.periods,
training.length, FUN, ...)
|
Arguments
returns |
an xts object of asset returns |
Value
returns an xts object of portfolio weights
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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