Simulate {pathlit}R Documentation

Simulate

Description

Computes the dollar returns of a 100,000 USD portfolio according to the weights computed by get_weights, but across simulated (normally-distributed) market data. See https://www.pathlit.io/docs/api/sims/ for more information.

Usage

Simulate(tickers, run_count = 10)

Arguments

tickers

A character vector of instrument tickers.

run_count

Defaults to 10 runs. An integer defining the number of simulated market data universes.

Value

Returns a list of multiple time series' of dollar movements across the strategies for the tickers provided.

Author(s)

Riasat Ali Istiaque, riasat.istiaque@pathlit.io

Examples

## Not run: 
Simulate(c("AAPL", "HOG", "KO"), 5)

## End(Not run)

[Package pathlit version 0.1.0 Index]