trdPrcPerf: Trading Price Performance
In braverock/blotter: Tools for Transaction-Oriented Trading Systems P&L
trdPrcPerf R Documentation
Trading Price Performance
Description
Trading Price Performance or trading PnL is the measure of cost during trading and tell whether the investor
did better or worse as compared to arrival price.
Usage
trdPrcPerf(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"
Value
A numeric value in basis points
braverock/blotter documentation built on Sept. 15, 2024, 8:45 p.m.
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| trdPrcPerf | R Documentation |
Trading Price Performance
Description
Trading Price Performance or trading PnL is the measure of cost during trading and tell whether the investor did better or worse as compared to arrival price.
Usage
trdPrcPerf(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" |
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.
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