EventMovement: Event Performance
In Texas-UCF/quantkit: Quantitative analysis for financial markets
Description
Usage
Arguments
Value
Examples
Description
Event Performance
Usage
1
EventMovement(ticker, eventDates, timePeriod = 7)
Arguments
ticker
Yahoo Finance target ticker
eventDates
list dates of events for which you want performance information
timePeriod
period of time (in days) before and after events for which you want data
Value
vector of timeseries data showing performance in specified period before and after event dates
Examples
1
EventMovement("TSLA", 2, 2015)
Texas-UCF/quantkit documentation built on May 9, 2019, 4:26 p.m.
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Description Usage Arguments Value Examples
Description
Event Performance
Usage
1 | EventMovement(ticker, eventDates, timePeriod = 7)
|
Arguments
ticker |
Yahoo Finance target ticker |
eventDates |
list dates of events for which you want performance information |
timePeriod |
period of time (in days) before and after events for which you want data |
Value
vector of timeseries data showing performance in specified period before and after event dates
Examples
1 | EventMovement("TSLA", 2, 2015)
|
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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