predict_dd: Predict Drawdown
In rengelke/tradr:
Description
Usage
Arguments
Value
Examples
Description
Predict Drawdown
Usage
1
predict_dd(x, sp500, vix, model_fit_dd, model_fit_ddend)
Arguments
x
xts price series
sp500
xts price series for S&P500
vix
xts data series for Volatility Index
model_fit_dd
xgboost model fit for drawdown period prediction
model_fit_ddend
xgboost model fit for drawdown end period prediction
Value
xts object containing drawdown adjusted weights
Examples
1
predict_dd(price_data, sp500, vix, model_fit_dd, model_fit_dd_end)
rengelke/tradr documentation built on Jan. 2, 2022, 2:03 p.m.
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Description Usage Arguments Value Examples
Description
Predict Drawdown
Usage
1 | predict_dd(x, sp500, vix, model_fit_dd, model_fit_ddend)
|
Arguments
x |
xts price series |
sp500 |
xts price series for S&P500 |
vix |
xts data series for Volatility Index |
model_fit_dd |
xgboost model fit for drawdown period prediction |
model_fit_ddend |
xgboost model fit for drawdown end period prediction |
Value
xts object containing drawdown adjusted weights
Examples
1 | predict_dd(price_data, sp500, vix, model_fit_dd, model_fit_dd_end)
|
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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