Description Usage Arguments Value
View source: R/momentum_prediction.R
Change the price windows and historic price mean windows
in trading period i to represent a
linear combination of prices, the jth combination being the jth
column of the matrix which is the ith entry of new_assets
.
1 2 3 4 5 6 | rebase_agg_windows(
agg_windows,
new_assets,
asset_rownames,
scalar_columns_to_rebase = NULL
)
|
agg_windows |
A tibble
of class |
new_assets |
A list, whose ith entry is a square matrix. Each column represents a new linear combination of the assets to consider replacing one of the old assets. |
asset_rownames |
These are the names of the assets of
|
scalar_columns_to_rebase |
A character vector of
column names of |
the new tibble with rebased values
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.