make_relative_historical: Make an asset from a time series of relative (log) returns

Description Usage Arguments Value

Description

Make an asset from a time series of relative (log) returns

Usage

1

Arguments

ts

an xts time-series of relative returns

Value

an asset object for the time series


ryanholbrook/investmentsim documentation built on Nov. 5, 2019, 5:10 a.m.