stratrets.bbk: stratrets.bbk

stratrets.bbkR Documentation

stratrets.bbk

Description

named vector of TxB return spreads indexed by BoP

Usage

stratrets.bbk(x, y, n)

Arguments

x

= a strategy

y

= a variable

n

= a dataframe of back-test parameters (can be missing)

See Also

Other stratrets: stratrets.beta, stratrets.data, stratrets.indicator, stratrets.path, stratrets.returns, stratrets.subset.Ctry, stratrets.subset, stratrets


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