dat_strategy: Find the dominant asset via the Kelly-criterion
In shill1729/kellyfractions: Optimize log returns
View source: R/dominantAssetTheorem.R
dat_strategy R Documentation
Find the dominant asset via the Kelly-criterion
Description
Returns in the column index of the dominant asset in a
given dataset of periodic arithemetic returns.
Usage
dat_strategy(r)
Arguments
r
the periodic arithmetic returns of the assets
Details
This will reutrn an error if no dominant asset is found.
Value
matrix
shill1729/kellyfractions documentation built on July 16, 2025, 6:21 p.m.
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View source: R/dominantAssetTheorem.R
| dat_strategy | R Documentation |
Find the dominant asset via the Kelly-criterion
Description
Returns in the column index of the dominant asset in a given dataset of periodic arithemetic returns.
Usage
dat_strategy(r)
Arguments
r |
the periodic arithmetic returns of the assets |
Details
This will reutrn an error if no dominant asset is found.
Value
matrix
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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