strat_returns: Strategy Return
In wzhorton/finmodtk: Financial Modeling Toolkit
View source: R/time_series_manip.R
Description
Computes strategy returns given a strategy series which maps strategy states to
1 for long positions, -1 for short positions, and 0 for all others.
Usage
1
strat_returns(prices, strats)
wzhorton/finmodtk documentation built on July 31, 2020, 9:18 p.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.
View source: R/time_series_manip.R
Description
Computes strategy returns given a strategy series which maps strategy states to 1 for long positions, -1 for short positions, and 0 for all others.
Usage
1 | strat_returns(prices, strats)
|
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.