port: Sample lsp portfolio data

Description Usage Format Source References

Description

Multiple strategy example data found on pp. 84-87, 169 of The Leverage Space Trading Model by Ralph Vince.

Usage

1

Format

A lsp class object containing 12 observations.

Source

The Leverage Space Trading Model, pp 84-87, 169

References

Vince, Ralph (2009) The Leverage Space Trading Model. New York: John Wiley & Sons, Inc.


LSPM documentation built on May 31, 2017, 4:15 a.m.

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