cusumData: Parvest and Russell2500

Description Usage Source

Description

Data in the example is an xts object containing two monthly returns in each column. The first column is the fund returns and the second column is the benchmark returns. The data is from Jan 2005 to Dec 2003.

Usage

1
data("cusumData")

Source

TBA


sangeeuw/factorAnalytics_Avinash documentation built on May 22, 2019, 2:48 p.m.