omega_ratio: Omega ratio
In maxto/qapi: Low-level functions for quantitative analysis
omega_ratio R Documentation
Omega ratio
Description
A gain/loss ratio: upside potential/downside potential
Usage
omega_ratio(x, mar = 0)
Arguments
x
asset returns
mar
minimum acceptable return
Value
numeric
Examples
xx <- c(0.003,0.026,0.015,-0.009,-0.014,-0.024,0.015,0.066,-0.014,0.039)
omega_ratio(xx)
maxto/qapi documentation built on Feb. 1, 2024, 9:42 a.m.
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| omega_ratio | R Documentation |
Omega ratio
Description
A gain/loss ratio: upside potential/downside potential
Usage
omega_ratio(x, mar = 0)
Arguments
x |
asset returns |
mar |
minimum acceptable return |
Value
numeric
Examples
xx <- c(0.003,0.026,0.015,-0.009,-0.014,-0.024,0.015,0.066,-0.014,0.039)
omega_ratio(xx)
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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