dtfm_strategy: Optimal log-growth allocation for single symbol
In shill1729/trader: Mathematical finance analysis package
dtfm_strategy R Documentation
Optimal log-growth allocation for single symbol
Description
Downloads prices, likelihood ratio tests mixture against stable
distribution then computes Kelly-criterion under results.
Usage
dtfm_strategy(symbol, rollingWindow = NULL, rate = 0, kf = 1)
Arguments
symbol
stock to invest
rollingWindow
use NULL for entire price history or integer for most recent n days
rate
risk-free bond yield rate
kf
reduction for leveraged positions
Value
vector
shill1729/trader documentation built on Dec. 27, 2022, 10:55 p.m.
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| dtfm_strategy | R Documentation |
Optimal log-growth allocation for single symbol
Description
Downloads prices, likelihood ratio tests mixture against stable distribution then computes Kelly-criterion under results.
Usage
dtfm_strategy(symbol, rollingWindow = NULL, rate = 0, kf = 1)
Arguments
symbol |
stock to invest |
rollingWindow |
use NULL for entire price history or integer for most recent |
rate |
risk-free bond yield rate |
kf |
reduction for leveraged positions |
Value
vector
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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