monthly_momentum: Rank a set of stocks via monthly momentum
In shill1729/trader: Mathematical finance analysis package
View source: R/momentumRanking.R
monthly_momentum R Documentation
Rank a set of stocks via monthly momentum
Description
Computes monthly returns, averages them over the last few periods, and
sorts them.
Usage
monthly_momentum(monthsBack = 6, stocks = NULL, symbols = NULL)
Arguments
monthsBack
months back to estimate averages of arithmetic returns
stocks
data-set of stocks, can be NULL to look up via tickers
symbols
tickers of stocks
Value
data.frame
shill1729/trader documentation built on Dec. 27, 2022, 10:55 p.m.
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.
View source: R/momentumRanking.R
| monthly_momentum | R Documentation |
Rank a set of stocks via monthly momentum
Description
Computes monthly returns, averages them over the last few periods, and sorts them.
Usage
monthly_momentum(monthsBack = 6, stocks = NULL, symbols = NULL)
Arguments
monthsBack |
months back to estimate averages of arithmetic returns |
stocks |
data-set of stocks, can be NULL to look up via tickers |
symbols |
tickers of stocks |
Value
data.frame
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.