assets: Random walks for 10 assets as example data.
In quants-ch/Strategy: Generic Framework to Analyze Trading Strategies
Description
The dataset contains the price data (not returns!), each starting at a value of 100. The dates are randomly recreated by choosing the latest date as Sys.Date() going backwards on a daily basis per row.
Usage
1
Format
An xts-object with 1000 rows and 10 variables:
- asset1
Column with price data of a random walk called asset1.
- asset2
Column with price data of a random walk called asset2.
...
quants-ch/Strategy documentation built on May 26, 2019, 4:37 p.m.
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Description
The dataset contains the price data (not returns!), each starting at a value of 100. The dates are randomly recreated by choosing the latest date as Sys.Date() going backwards on a daily basis per row.
Usage
1 |
Format
An xts-object with 1000 rows and 10 variables:
- asset1
Column with price data of a random walk called asset1.
- asset2
Column with price data of a random walk called asset2.
...
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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