portfolio_cumulative.return: Function to calculate portfolio equity given weights. Unlike...
In T-Marty/trademartyr:
Description
Function to calculate portfolio equity given weights. Unlike the version
from PerformanceAnalytics, can handle long-short portfolios. Returns equity
curve as opposed to returns.
Usage
1
2
T-Marty/trademartyr documentation built on May 31, 2019, 5:10 p.m.
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Description
Function to calculate portfolio equity given weights. Unlike the version from PerformanceAnalytics, can handle long-short portfolios. Returns equity curve as opposed to returns.
Usage
1 2 |
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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