| tradeStats {RTL} | R Documentation |
Risk-reward statistics for quant trading
Description
Compute list of risk reward metrics
Usage
tradeStats(x, Rf = 0)
Arguments
x |
Univariate xts object of returns OR dataframe with date and return variables. |
Rf |
Risk-free rate. |
Value
List of risk/reward metrics. list
Author(s)
Philippe Cote
Examples
library(PerformanceAnalytics)
tradeStats(x = stocks$spy, Rf = 0)
[Package RTL version 1.3.5 Index]