alpha_stock: Alpha value
In purplezippo/quantler: Quant Develop Tools
Description
Alpha value
Usage
1
alpha_stock(stock.price, cash.begin, trade.value, rate, trade.days)
Arguments
stock.price
Vector of a stock price series, time level could be 1day,
1hour or 1min.
cash.begin
Cash used at begining of a trade.
trade.value
Vector of a numeric series which represents the total
value generated by a trade strategy correspond to stock.price.
rate
Risk free rate.
trade.days
Time span of day.
purplezippo/quantler documentation built on May 15, 2019, 4:27 p.m.
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Description
Alpha value
Usage
1 | alpha_stock(stock.price, cash.begin, trade.value, rate, trade.days)
|
Arguments
stock.price |
Vector of a stock price series, time level could be 1day, 1hour or 1min. |
cash.begin |
Cash used at begining of a trade. |
trade.value |
Vector of a numeric series which represents the total value generated by a trade strategy correspond to stock.price. |
rate |
Risk free rate. |
trade.days |
Time span of day. |
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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