calcDrift: Calculates a drift measure for a price series

Description Usage Arguments Author(s)

View source: R/calcDrift.R

Description

Calculates a drift measure for a price series

Usage

1
calcDrift(spread, dPeriod, .combine = TRUE)

Arguments

spread

A price series on which you want to compute the drift

dPeriod

The number of days used to compute the drift

.combine

A boolean that sets if we want to merge the periods and return the mean of the rolling drift measures over those periods.

Author(s)

Helena Ristov


helenristov/aCompiler documentation built on Sept. 6, 2017, 12:25 a.m.