stratrets.beta: stratrets.beta

stratrets.betaR Documentation

stratrets.beta

Description

beta-adjusted indicator

Usage

stratrets.beta(x, y, n, w)

Arguments

x

= a matrix/data frame (predictors)

y

= a matrix/data frame (total return indices)

n

= a string (benchmark like "ACWorld")

w

= a positive integer (lookback in days)

See Also

Other stratrets: stratrets.bbk, 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.