Description Usage Arguments Value
Transfer DM and EM (original DRI) signal to US and DM ratio signal
1 | DEtoUD(DE.signal, us.init = 0.6, dm.init = 6/7)
|
DE.signal |
xts series of DM and EM columns (original DRI signal), ranging from 0 to 1 |
us.init, dm.init |
numeric initial value of US and DM proportions |
list of 2 signals, US and DM, representing US's proportion in overall portfolio and DM's proportion in international (EE) portfolio
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