Description Usage Arguments Value
View source: R/CQF_FA_Functions.R
This function creates Single Title stats
1 | SingleTitlestats(daily.returns.data.wide, num.trade.days.per.year = 250)
|
daily.returns.data.wide |
data.frame including the daily returns of the specific assets as well as a reference date |
num.trade.days.per.year |
Number of trading days per year, default set to 250 |
a list with a data.frame PF.return.result.table that includes all statistics, as well as two graphs - histogram with returns and a correlation matrix
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