K.ratio: Caculated Zephyr K-Ratio
In hyunyulhenry/HenryQuant: Favorite R Functions for Henry's Quantopia <http://henryquant.blogspot.kr/>
Description
Usage
Arguments
Examples
Description
It calculate Zephyr K-Ratio which is consistency of an equity's return over time
K-Ratio is slope of trend line divided by standard error of trend line
More information can be found at:
http://s3.amazonaws.com/zanran_storage/www.styleadvisor.com/ContentPages/2449998087.pdf
Usage
1
K.ratio(R)
Arguments
R
Return Data
Examples
1
2
3
4
5
## Not run:
ret = asset_data
K.ratio(ret[,1])
## End(Not run)
hyunyulhenry/HenryQuant documentation built on Nov. 15, 2019, 2:28 a.m.
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Description Usage Arguments Examples
Description
It calculate Zephyr K-Ratio which is consistency of an equity's return over time K-Ratio is slope of trend line divided by standard error of trend line More information can be found at: http://s3.amazonaws.com/zanran_storage/www.styleadvisor.com/ContentPages/2449998087.pdf
Usage
1 | K.ratio(R)
|
Arguments
R |
Return Data |
Examples
1 2 3 4 5 | ## Not run:
ret = asset_data
K.ratio(ret[,1])
## End(Not run)
|
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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