calculateIndex: Calculate a Price-Weighted Market Index From a List of Asset...

Description Usage Arguments Value Examples

View source: R/calculateIndex.R

Description

Calculate a Price-Weighted Market Index From a List of Asset Prices

Usage

1
calculateIndex(OHLC_list, weights = NULL)

Arguments

OHLC_list

a list containing OHLC prices

weights

numeric value indicating asset weights

Value

returns OHLC object with index price

Examples

1
2
OHLC_list <- getSymbols(c("FB", "AAPL", "NFLX", "GOOG"))
    calculateIndex(OHLC_list)

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