weights_i: Given an xts of portfolio weights with signals each period,...
In T-Marty/trademartyr:
Description
Usage
Arguments
Note
Description
Given an xts of portfolio weights with signals each period,
returns the kth portfolio weights.
Usage
1
Arguments
holding_time
If TRUE, entry weights only set if there is enough time
left to fulfill entire holding period.
Note
might be worth including enddate as an argument rather than using the
last date in mom. This aligns with the 'place_transaction' functions.
T-Marty/trademartyr documentation built on May 31, 2019, 5:10 p.m.
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Description Usage Arguments Note
Description
Given an xts of portfolio weights with signals each period, returns the kth portfolio weights.
Usage
1 |
Arguments
holding_time |
If TRUE, entry weights only set if there is enough time left to fulfill entire holding period. |
Note
might be worth including enddate as an argument rather than using the last date in mom. This aligns with the 'place_transaction' functions.
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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