SingleTitlestats: SingleTitlestats
In theteetrinker/CQFFA: CQF Final Project (Portfolio Optimization)
Description
Usage
Arguments
Value
View source: R/CQF_FA_Functions.R
Description
This function creates Single Title stats
Usage
1
SingleTitlestats(daily.returns.data.wide, num.trade.days.per.year = 250)
Arguments
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
Value
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
theteetrinker/CQFFA documentation built on July 17, 2019, 3:37 p.m.
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Description Usage Arguments Value
View source: R/CQF_FA_Functions.R
Description
This function creates Single Title stats
Usage
1 | SingleTitlestats(daily.returns.data.wide, num.trade.days.per.year = 250)
|
Arguments
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 |
Value
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
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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