levgLongShort {PCRA}

Long Short Portfolio Leverage

Description

This function computes a time series of portfolio leverages, defined as the sum of the absolute portfolio weights divided by the sum of the long position weights

Usage

levgLongShort(wts)

Arguments

wts

Multivariate xts portfolio weights object

Value

an xts time series of portfolio leverages

Author(s)

Doug Martin

Examples

args(levgLongShort)