daily_returns: Given a list of ticker symbols, retrieve the symbol's price...
In greatgray/scorecard: GGCM Model Performance Scorecard
Description
Usage
Arguments
Value
See Also
Description
Given a list of ticker symbols, retrieve the symbol's
price history from the given environment and compute
the daily close price return for each symbol.
Returns an XTS object containing columns for each symbol.
Usage
1
daily_returns(symbols, n_roc = 1, env = .GlobalEnv)
Arguments
symbols
the list of ticker symbols
n_roc
the number of periods for return lookback,
default 1
env
the environment containing price histories,
default .GlobalEnv
Value
merged close monthly price returns for each symbol
See Also
TTR::ROC
greatgray/scorecard documentation built on May 17, 2019, 8:34 a.m.
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Description Usage Arguments Value See Also
Description
Given a list of ticker symbols, retrieve the symbol's price history from the given environment and compute the daily close price return for each symbol. Returns an XTS object containing columns for each symbol.
Usage
1 | daily_returns(symbols, n_roc = 1, env = .GlobalEnv)
|
Arguments
symbols |
the list of ticker symbols |
n_roc |
the number of periods for return lookback, default 1 |
env |
the environment containing price histories,
default |
Value
merged close monthly price returns for each symbol
See Also
TTR::ROC
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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