compute_bets: Compute Binary Bets Takes predictions and creates lagged -1,...

Description Usage Arguments

View source: R/compute.R

Description

Compute Binary Bets Takes predictions and creates lagged -1, 0, 1 values based on sign.

Usage

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compute_bets(x, position = c("longshort", "long", "short", "alwayslong",
  "alwaysshort"))

Arguments

x

An 'xts' object containing predictions.

position

Character for whether to return

  • All "longshort" bets (-1, 0, 1 for all non-NA)

  • Only "long" bets (0, 1 for all non-NA)

  • Only "short" bets (-1, 0 for all non-NA)

  • "alwayslong" (1 for all non-NA obs)

  • "alwaysshort" (-1 for all non-NA obs)


jmuhlenkamp/conditionalAR documentation built on Dec. 24, 2018, 6:55 a.m.