calcDrift: Calculates a drift measure for a price series

Description Usage Arguments Author(s)

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 May 3, 2019, 9:40 p.m.