sharpe_rate: Compute charpe ratio of the input trade.value
In purplezippo/quantler: Quant Develop Tools
Description
Compute charpe ratio of the input trade.value
Usage
1
sharpe_rate(trade.value, rate, trade.days)
Arguments
trade.value
vector of a numeric series which represents the total
value generated by a trade strategy.
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
Compute charpe ratio of the input trade.value
Usage
1 | sharpe_rate(trade.value, rate, trade.days)
|
Arguments
trade.value |
vector of a numeric series which represents the total value generated by a trade strategy. |
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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