ArrivalCost: Arrival Cost
In braverock/blotter: Tools for Transaction-Oriented Trading Systems P&L
View source: R/IndexAdjustedCost.R
ArrivalCost R Documentation
Arrival Cost
Description
The Arrival Cost (or Trading Cost) is the difference between the
average execution price and the price of the asset at the time the
order was entered into the market, ie. the Arrival Price.
Usage
ArrivalCost(Portfolio, Symbol, side = "Buy")
Arguments
Portfolio
A portfolio name that points to a portfolio object structured with initPortf()
Symbol
An instrument identifier for a symbol included in the portfolio, e.g., "IBM"
side
string identifying either "Buy" or "Sell"
Details
Positive means a cost, negative means a saving.
Value
A numeric value in basis points
braverock/blotter documentation built on Feb. 13, 2023, 1 p.m.
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.
View source: R/IndexAdjustedCost.R
| ArrivalCost | R Documentation |
Arrival Cost
Description
The Arrival Cost (or Trading Cost) is the difference between the average execution price and the price of the asset at the time the order was entered into the market, ie. the Arrival Price.
Usage
ArrivalCost(Portfolio, Symbol, side = "Buy")
Arguments
Portfolio |
A portfolio name that points to a portfolio object structured with initPortf() |
Symbol |
An instrument identifier for a symbol included in the portfolio, e.g., "IBM" |
side |
string identifying either "Buy" or "Sell" |
Details
Positive means a cost, negative means a saving.
Value
A numeric value in basis points
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.