news_agg: Make to handle combined news xts?? That way can use centered...

Description Usage Arguments

Description

Make to handle combined news xts?? That way can use centered vars Currently weights each sentiment day for each asset by relative the recency of the sentiment day with respect to the assets own news history *not* relative to absolute recency.

Usage

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news_agg(dn, n = 1, w = 1, on = "months", ind = NULL,
  from_first = TRUE)

Arguments

dn

combined xts of daily news measure for multiple assets. e.g. get_cols applied to output of 'daily_news_scores'


T-Marty/trademartyr documentation built on May 31, 2019, 5:10 p.m.