calc_returns: Calculate Returns from a List of xts Prices
In rengelke/tradr:
Description
Usage
Arguments
Value
Examples
Description
Calculate Returns from a List of xts Prices
Usage
1
calc_returns(price_list, type = c("clcl"), trim = NULL, alpha = NULL)
Arguments
price_list
list of xts asset prices
type
type of daily returns; "opop" open to opne, "clcl" close to close
trim
numeric value indicating limit for positive daily returns
alpha
numeric value indicating probability to filter at 1-alpha
Value
xts object of asset returns
Examples
1
calc_returns(stock_prices, type = "opop", trim = 0.055)
rengelke/tradr documentation built on Jan. 2, 2022, 2:03 p.m.
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Description Usage Arguments Value Examples
Description
Calculate Returns from a List of xts Prices
Usage
1 | calc_returns(price_list, type = c("clcl"), trim = NULL, alpha = NULL)
|
Arguments
price_list |
list of xts asset prices |
type |
type of daily returns; "opop" open to opne, "clcl" close to close |
trim |
numeric value indicating limit for positive daily returns |
alpha |
numeric value indicating probability to filter at 1-alpha |
Value
xts object of asset returns
Examples
1 | calc_returns(stock_prices, type = "opop", trim = 0.055)
|
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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