computeHoldingsPct: Compute the Holdings Percentages
In ivanliu1989/RQuantTrader: A collection of functions for pair trading
Description
Usage
Arguments
Value
Description
Compute the Holdings Percentages based on long/short shares and prices
Usage
1
computeHoldingsPct(y.shares, x.shares, y.price, x.price)
Arguments
y.shares
y shares
x.shares
x shares
y.price
y price
x.price
x price
Value
A vector of percentages of x and y to be targeted
ivanliu1989/RQuantTrader documentation built on Sept. 13, 2019, 11:54 a.m.
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Description Usage Arguments Value
Description
Compute the Holdings Percentages based on long/short shares and prices
Usage
1 | computeHoldingsPct(y.shares, x.shares, y.price, x.price)
|
Arguments
y.shares |
y shares |
x.shares |
x shares |
y.price |
y price |
x.price |
x price |
Value
A vector of percentages of x and y to be targeted
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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