stockDataResample: Generate random resamples from financial data

In dppalomar/portfolioBacktest: Automated Backtesting of Portfolios over Multiple Datasets

Generate random resamples from financial data

Description

This function is deprecated. Use instead financialDataResample().

Usage

stockDataResample(
  X,
  N_sample = 50,
  T_sample = 2 * 252,
  num_datasets = 10,
  rm_stocks_with_na = TRUE
)

Arguments

X	List of xts objects matching the structure returned by the function stockDataDownload.
N_sample	Desired number of financial instruments in each resample.
T_sample	Desired length of each resample (consecutive samples with a random initial time).
num_datasets	Number of resampled datasets (chosen randomly among the financial instrument universe).
rm_stocks_with_na	Logical value indicating whether to remove instruments with inner missing values. Default is TRUE.

dppalomar/portfolioBacktest documentation built on April 27, 2022, 3:27 a.m.