applySpread: Add Bid/Ask Spread to Asset Returns

Description Usage Arguments Value Examples

View source: R/applySpread.R

Description

Add Bid/Ask Spread to Asset Returns

Usage

1
applySpread(R, weights, spread, buy_only = TRUE)

Arguments

R

xts object with asset returns

weights

xts object with weights

spread

spread

buy_only

TRUE spread is only applied when bying; FALSE when buying and selling

Value

xts objects including spread

Examples

1
zzz

rengelke/quantTraiding_trato documentation built on Dec. 21, 2018, 2:20 a.m.