sfpd.AllocSkew: sfpd.AllocSkew

sfpd.AllocSkewR Documentation

sfpd.AllocSkew

Description

AllocSkew factor

Usage

sfpd.AllocSkew(x, y)

Arguments

x

= a matrix/data frame (holdings)

y

= a matrix/data frame (fund history)

See Also

Other sfpd: sfpd.ActWtTrend, sfpd.AllocMo, 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.