custom_grouping: Group returns of strategies

In yunching/tidymas: A collection of RMD utilities

Group returns of strategies

Description

Group returns of strategies

Usage

custom_grouping(returns_df, instr_df, group)

Arguments

returns_df	A dataframe containing timeseries of returns of strategies with columns 'date', 'strategy', 'return'
instr_df	A dataframe containing 'strategy' corresponding to any groupings
group	A character variable containing the name of the column in 'instr_df' to group by

Value

A dataframe containing timeseries of returns of the groups

yunching/tidymas documentation built on Feb. 5, 2023, 1:42 p.m.