tradeStats

Compute list of risk reward metrics

A toolkit for Commodities 'analytics', risk management and
trading professionals. Includes functions for API calls to
<https://commodities.morningstar.com/#/>, <https://developer.genscape.com/>,
and <https://www.bankofcanada.ca/valet/docs>.

Philippe Cote

Risk Tool Library - Trading, Risk, 'Analytics' for Commodities

Nima Safaian

tradeStats function

<dl><dt>x</dt>
<dd>Univariate xts object of returns OR dataframe with date and return variables. <code>xts</code></dd>
<dt>Rf</dt>
<dd>Risk-free rate. <code>numeric</code></dd></dl>

Arguments

Author

Risk-reward statistics for quant trading — tradeStats

<dl>

<dt>x</dt>
<dd>Univariate xts object of returns OR dataframe with date and return variables. <code>xts</code></dd>


<dt>Rf</dt>
<dd>Risk-free rate. <code>numeric</code></dd>

</dl>

tradeStats: Risk-reward statistics for quant trading

Description

Usage

Value

Arguments

Author

Examples