tradeStats {RTL} | R Documentation |
Compute list of risk reward metrics
tradeStats(x, Rf = 0)
x |
Univariate xts object of returns OR dataframe with date and return variables. |
Rf |
Risk-free rate. |
List of risk/reward metrics. list
Philippe Cote
library(PerformanceAnalytics)
tradeStats(x = stocks$spy, Rf = 0)