stratrets.indicator: stratrets.indicator
In vsrimurthy/EPFR: EPFR Quantitative Research Environment
stratrets.indicator R Documentation
stratrets.indicator
Description
data frame compounded across <y>
Usage
stratrets.indicator(x, y, n, w, h)
Arguments
x
= a file vector (strategies)
y
= a positive integer (lookback)
n
= a boolean (sum/compound)
w
= if T, sector-adjustment is performed
h
= a non-negative integer (delay, only used when <w>)
See Also
Other stratrets: stratrets.bbk,
stratrets.beta,
stratrets.data,
stratrets.path,
stratrets.returns,
stratrets.subset.Ctry,
stratrets.subset, stratrets
vsrimurthy/EPFR documentation built on Dec. 24, 2024, 5:20 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| stratrets.indicator | R Documentation |
stratrets.indicator
Description
data frame compounded across <y>
Usage
stratrets.indicator(x, y, n, w, h)
Arguments
x |
= a file vector (strategies) |
y |
= a positive integer (lookback) |
n |
= a boolean (sum/compound) |
w |
= if T, sector-adjustment is performed |
h |
= a non-negative integer (delay, only used when <w>) |
See Also
Other stratrets: stratrets.bbk,
stratrets.beta,
stratrets.data,
stratrets.path,
stratrets.returns,
stratrets.subset.Ctry,
stratrets.subset, stratrets
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.