IndexAdjustedCost: Index Adjusted Cost
In braverock/blotter: Tools for Transaction-Oriented Trading Systems P&L
View source: R/IndexAdjustedCost.R
IndexAdjustedCost R Documentation
Index Adjusted Cost
Description
A market or index adjusted metric accounting for price trend in a stock
due to the overall market.
Usage
IndexAdjustedCost(ArrivalCost, IndexCost, beta)
Arguments
ArrivalCost
value representing arrival cost
IndexCost
value representing index cost
beta
value representing stock K's sensitivity to the index
Value
The Index Adjusted Cost
braverock/blotter documentation built on Feb. 13, 2023, 1 p.m.
R Package Documentation
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View source: R/IndexAdjustedCost.R
| IndexAdjustedCost | R Documentation |
Index Adjusted Cost
Description
A market or index adjusted metric accounting for price trend in a stock due to the overall market.
Usage
IndexAdjustedCost(ArrivalCost, IndexCost, beta)
Arguments
ArrivalCost |
value representing arrival cost |
IndexCost |
value representing index cost |
beta |
value representing stock K's sensitivity to the index |
Value
The Index Adjusted Cost
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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