ABC: Prices of random security ABC for a full trading day.
In braverock/blotter: Tools for Transaction-Oriented Trading Systems P&L
ABC R Documentation
Prices of random security ABC for a full trading day.
Description
To be used for among other things testing the TCA models being
added to blotter as part of GSoC 2019 by Vito Lestingi.
Usage
ABC
Format
An xts object with 163,936 rows and 2 variables:
- TradePrice
price in cents
- TradeVolume
traded volume
...
braverock/blotter documentation built on Feb. 13, 2023, 1 p.m.
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| ABC | R Documentation |
Prices of random security ABC for a full trading day.
Description
To be used for among other things testing the TCA models being added to blotter as part of GSoC 2019 by Vito Lestingi.
Usage
ABC
Format
An xts object with 163,936 rows and 2 variables:
- TradePrice
price in cents
- TradeVolume
traded volume
...
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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