Description Usage Arguments Value Examples
Hedge Portfolio
1 2 | HedgeTicker(ticker, numshares = 100, components = "^GSPC", cutoff = 0.05,
start = Sys.Date() - 365, end = Sys.Date())
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ticker |
Yahoo Finance target ticker |
components |
Components that you want to have 0 exposure to when you hedge |
cutoff |
If p-value > cutoff, exclude the portfolio component |
start |
Start date |
end |
End date |
numShares |
number of shares in ticker |
number of shares of each component necessary to hedge out exposure
1 | HedgeTicker('SDRL', 100, c('SPY', 'USO'))
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