best.envelope: Best price at any moment in time

Description Usage Arguments Details Value Author(s)

Description

Calculate the time evolution of all assets based on the given prices relative and take the maximum at every time index.

Usage

1

Arguments

x

Time series of relative prices

Details

Perform a cumprod per column to recover the time series of each asset price, construct and return a time series with the best price at any time index. Contrast to best.asset that shows the time evolution for the individual asset with the best terminal price.

Value

Time series of the best asset price any time index.

Author(s)

Marc Delvaux



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