RTL (version 0.1.6)

tradeStats: tradeStats

Description

Compute list of risk reward metrics

Usage

tradeStats(x, Rf = 0)

Arguments

x

xts object of returns

Rf

Risk-free rate

Value

List of risk/reward metrics.

Examples

# NOT RUN {
library(quantmod)
getSymbols("SPY", return.class = "zoo")
SPY$retClCl <- na.omit(quantmod::Delt(Cl(SPY),k=1,type='arithmetic'))
tradeStats(x=SPY$retClCl,Rf=0)
# }