mk.vbl.trail.sum: mk.vbl.trail.sum

In vsrimurthy/EPFR: EPFR Quantitative Research Environment

mk.vbl.trail.sum

Description

compounded variable over some trailing window

Usage

mk.vbl.trail.sum(x, y, n)

Arguments

x	= a YYYYMM/YYYYMMDD
y	= a string vector (elements are: # : 1) variable to fetch (e.g. "1mAllocMo"/"1dAllocDiff"/"1dAllocTrend"/"Ret") # : 2) T to sum or F to compound (e.g. "T") # : 3) number of trailing periods to use (e.g. "11") # : 4) number of periods to lag (defaults to "0") # : 5) sub-folder to fetch basic variable from (defaults to "derived")) # : 6) T/F depending on whether the compounded variable is daily (defaults to F, matters only if <x> is monthly)
n	= a StockFlows environment

See Also

Other mk: mk.1dActWtTrend.Ctry, mk.1dActWtTrend.Sec, mk.1dFloMo.Ctry.data, mk.1dFloMo.Ctry.rslt, mk.1dFloMo.CtrySG, mk.1dFloMo.Ctry, mk.1dFloMo.FI, mk.1dFloMo.Indy, mk.1dFloMo.Rgn, mk.1dFloMo.Sec.rslt, mk.1dFloMo.Sec, mk.1dFloTrend.Ctry, mk.1dFloTrend.Sec, mk.1mActPas.Ctry, mk.1mActPas.Sec, mk.1mAllocMo, mk.1mBullish.Ctry, mk.1mBullish.Sec, mk.1mBullish.rslt, mk.1mFloMo.Ctry, mk.1wFloMo.CtryFlow.data, mk.1wFloMo.CtryFlow.local, mk.1wFloMo.CtryFlow.rslt, mk.1wFloMo.CtryFlow, mk.1wFloMo.IndyFlow.map, mk.1wFloMo.IndyFlow, mk.ActWt, mk.Alpha.daily, mk.Alpha, mk.EigenCentrality, mk.FloBeta, mk.Fragility, mk.Mem, mk.SRIMem, mk.SatoMem, mk.Wt, mk.avail, mk.beta, mk.isin, mk.sf.daily, mk.sqlDump, mk.vbl.chg, mk.vbl.diff, mk.vbl.lag, mk.vbl.max, mk.vbl.ratio, mk.vbl.rev, mk.vbl.scale, mk.vbl.sum, mk.vbl.trail.fetch, mk.vbl.vol

vsrimurthy/EPFR documentation built on Dec. 24, 2024, 5:20 a.m.