info_rate: Compute information ratio.
In purplezippo/quantler: Quant Develop Tools
Description
Compute information ratio.
Usage
1
info_rate(stock.price, cash.begin, trade.value, 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.
trade.days
Time span of day.
purplezippo/quantler documentation built on May 15, 2019, 4:27 p.m.
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Description
Compute information ratio.
Usage
1 | info_rate(stock.price, cash.begin, trade.value, 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. |
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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