best.asset: Time evolution of best asset

Description Usage Arguments Details Value Author(s)

Description

Time evolution of the asset with the best terminal price.

Usage

1

Arguments

x

Time series of relative prices.

Details

Perform a cumprod per column to recover the time series of each asset price, find the asset with best terminal price and returns the corresponding price time series. This corresponds to the price time series for the best individual asset. Contrast with best.envelope that construct a time series of the best price at any time index, irrespective of the asset.

Value

Time series of the price for the asset with best terminal price.

Author(s)

Marc Delvaux


logopt documentation built on May 2, 2019, 5:49 p.m.