netFee: Net a constant fee from a time-series

In alejandro-sotolongo/InvTools:

Usage

netFee(ret, annual_fee, ret_freq = "m")

Arguments

ret	return time-series with dates in first column and values in the second column
annual_fee	annual_fee to deduct, e.g., 2 \item ret_freqreturn frequency

The annual fee is scaled by the frequency and subtracted from each observation in the time-series, i.e., (1 + annual_fee)^(1 / freq_scale) - 1

alejandro-sotolongo/InvTools documentation built on Nov. 1, 2019, 9:08 p.m.