generateOandaCointegrationReport: Oanda Weekly Cointegrated Pairs Searc

Description Usage Arguments Examples

Description

Weekly Search Cointegrated Pairs over all tradable Forex pairs on Oanda Platform

Usage

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generateOandaCointegrationReport(total_points = 250, testPeriod = 0.05,
  toAddress = c("ivan@xxx.com"))

Arguments

total_points

total data points (days) to look back for testing

testPeriod

0-1, proportion of data points to be used as testing set

toAddress

a vector of email addresses

Examples

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generateOandaCointegrationReport(total_points = 250, testPeriod = 0.05, toAddress = c("ivan@xxx.com"))

ivanliu1989/RQuant documentation built on Sept. 13, 2019, 11:53 a.m.