strategy.sharp: Sharp ration strategy
In kkhamutou/MarkowitzUW: Advanced R Project
Description
Usage
Arguments
Value
Description
The Sharp ration strategy is based on Sharp Ration General-purpose optimization algorithm. All weights are assigned with accordance to Sharp Ration algorithm output.
Usage
1
strategy.sharp(marketData, riskFreeRate = 0)
Arguments
marketData
data.frame of list of data.frame, marketData is used to calculate weights
Value
vector of weights of each stock in a portfolio
kkhamutou/MarkowitzUW documentation built on June 10, 2019, 8:17 a.m.
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Description Usage Arguments Value
Description
The Sharp ration strategy is based on Sharp Ration General-purpose optimization algorithm. All weights are assigned with accordance to Sharp Ration algorithm output.
Usage
1 | strategy.sharp(marketData, riskFreeRate = 0)
|
Arguments
marketData |
data.frame of list of data.frame, marketData is used to calculate weights |
Value
vector of weights of each stock in a portfolio
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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