MonthlyAlpha: Generate monthly alpha series from daily returns
In hughshuwang/isocyanate: isocyanate (R-N=C=O)
Description
Usage
Arguments
Value
Description
Generate monthly alpha series from daily returns
Usage
1
MonthlyAlpha(returns, mktcol = "SPY")
Arguments
returns
xts dataframe with multiple assets, daily returns
mktcol
string of colname of market asset
Value
alpha xts dataframe with yearmon index
hughshuwang/isocyanate documentation built on May 30, 2019, 7:17 a.m.
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Description Usage Arguments Value
Description
Generate monthly alpha series from daily returns
Usage
1 | MonthlyAlpha(returns, mktcol = "SPY")
|
Arguments
returns |
xts dataframe with multiple assets, daily returns |
mktcol |
string of colname of market asset |
Value
alpha xts dataframe with yearmon index
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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