compute_return_short: Compute Short Return Returns short return based on bet.
In jmuhlenkamp/conditionalAR: Conditionally Evaluate Rolling Performance of AR Models
Description
Compute Short Return
Returns short return based on bet.
Usage
1
Arguments
data
An 'xts' object containing log growths.
x
An 'xts' object containing predictions.
jmuhlenkamp/conditionalAR documentation built on May 30, 2019, 1:59 p.m.
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Description
Compute Short Return Returns short return based on bet.
Usage
1 |
Arguments
data |
An 'xts' object containing log growths. |
x |
An 'xts' object containing predictions. |
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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