getfrtn.pure_alpha: get frtn of pure factors
In raphael210/QDataGet: Data getting functionns
Description
Usage
Arguments
Value
Examples
Description
get frtn of pure factors
Usage
1
getfrtn.pure_alpha(begT, endT, result_type = c("fac_only", "all"))
Arguments
begT
integar.
endT
integar.
result_type
fac_only or all, if all, result would contain c0 and sector rtn.
Value
daily return xts, ordered by date, each column is a pure factor.
Examples
1
2
ggplot.WealthIndex(getfrtn.pure_alpha())
rtn.summary(getfrtn.pure_alpha(begT = 20180106, endT = 20180605))
raphael210/QDataGet documentation built on May 26, 2019, 11:02 p.m.
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Description Usage Arguments Value Examples
Description
get frtn of pure factors
Usage
1 | getfrtn.pure_alpha(begT, endT, result_type = c("fac_only", "all"))
|
Arguments
begT |
integar. |
endT |
integar. |
result_type |
fac_only or all, if all, result would contain c0 and sector rtn. |
Value
daily return xts, ordered by date, each column is a pure factor.
Examples
1 2 | ggplot.WealthIndex(getfrtn.pure_alpha())
rtn.summary(getfrtn.pure_alpha(begT = 20180106, endT = 20180605))
|
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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