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]