sfpd.AllocMo: sfpd.AllocMo

sfpd.AllocMoR Documentation

sfpd.AllocMo

Description

<w> factor

Usage

sfpd.AllocMo(x, y, n, w)

Arguments

x

= a matrix/data frame (holdings)

y

= a matrix/data frame (prior holdings)

n

= a matrix/data frame (security history)

w

= a variable (AllocMo/AllocTrend/AllocDiff)

See Also

Other sfpd: sfpd.ActWtTrend, sfpd.AllocSkew, sfpd.FloDollar, sfpd.FloMo.underlying, sfpd.FloMo, sfpd.FloTrend.holdings, sfpd.FloTrend.parameterize, sfpd.FloTrend.underlying, sfpd.FloTrend, sfpd.Flow, sfpd.Holdings, sfpd.ION, sfpd.Wt, sfpd.filter


vsrimurthy/EPFR documentation built on April 26, 2024, 9:26 a.m.