transaction_costs: Transaction costs
In veldanie/SuraInvestmentAnalytics: Investment Analytics
View source: R/transaction_costs.R
transaction_costs R Documentation
Transaction costs
Description
Basis points slippage, and BP commission per traded ammount. Future versions will contain other slippage models as we can have access to more data, e.g. trading volumes, number of trades.
Usage
transaction_costs(units, price, slippage = 5, commission = 5,
purchase = TRUE)
Arguments
slippage
Fixed percentage over asset price.
commission
Percentage commission.
purchase
Purchase indicator.
Value
Cost per transaction.
veldanie/SuraInvestmentAnalytics documentation built on April 14, 2024, 10:29 p.m.
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View source: R/transaction_costs.R
| transaction_costs | R Documentation |
Transaction costs
Description
Basis points slippage, and BP commission per traded ammount. Future versions will contain other slippage models as we can have access to more data, e.g. trading volumes, number of trades.
Usage
transaction_costs(units, price, slippage = 5, commission = 5,
purchase = TRUE)
Arguments
slippage |
Fixed percentage over asset price. |
commission |
Percentage commission. |
purchase |
Purchase indicator. |
Value
Cost per transaction.
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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