Displaying 8 results from an estimated 8 matches for "sheenmaria".
2012 Nov 09
2
TreynorRatio
i read about the performance analytics package
i have a doubt about the TreynorRatio
i have code
g=getSymbols("IBM")
> c=Cl(g)
> r=Return.calculate(c)
> SharpeRatio.annualized(r)
IBM.Close
Annualized Sharpe Ratio (Rf=0%) 0.3566339
> TreynorRatio (ret)
Error in inherits(x, "xts") : argument "Rb" is missing, with
2012 Oct 29
2
find the Best-ticker
i need to find the best ticker from the group of some tickers.?
i also need to know on what basis we calculate the best ticker?
i have some idea about the if the risk rate low, or the market price
high we can say the ticker is best.
but i dont know is it true.
Anyone can help me .
Thank you
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2012 Nov 24
3
function call from another r file
How to call a function from another r file ?
Anyone can help me .
Having a function named like fun1 which is saved in r file file1.r
and i have another r file like file2.r, and i need to call the fun1 (which
is in file1) within file2.
Thank you
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2012 Oct 11
1
performance analytics- package
In performance analytics - performance summary session , i cant run the
code of -
charts.PerformanceSummary(datafrom_table, rf = 0, main = NULL, method =
"ModifiedVaR", width = 0,event.labels = NULL, ylog = FALSE, wealth.index =
FALSE, gap = 12)
it just return blank chart.
datafrom_table - having a csv file.
and the rest of the things are get from the site
2012 Oct 19
1
to.yearly()
v="IBM"
library(quantmod)
v
v1=getSymbols(v)
to.yearly(v1)
===============================
when i pass the value through a variable in to.yearly() function it shows
the error msg like
"Error in try.xts(x) :
Error in UseMethod("as.xts") : no applicable method for 'as.xts' applied
to an object of class "character""
i need the result of OHLC
2012 Nov 08
1
ratios
i need o know what are the ratios used in language 'R'.
i just get the sharp, Treynor, information ratios, is ther any other ratios
used in it ?
and also please give any reference web page link too.
Thanks .
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2012 Oct 15
1
performance analytics
hi Michael,
am sorry for the incomplete reply .
csv file data havinmg like this ,
>getSymbols("IBM")
>weekly_data = to.weekly(week_name)
>dataframe=data.frame(weekly_data)
>outputfile_name="F:\\R-programs\\Outputfile.csv"
>write.table(dataframe, file =outputfile_name,sep = ",",col.names
=TRUE,row.names = T)
> datafrom_table <-
2012 Nov 26
1
Class Not found execption
I am trying to call a r file named es.r which have lotes of R functions.
These R functions are internally calling java functions by using ".jnew()"
and ".jcall()". I have added
necessary jar's to the Classpath and I am able to run es.r from command
prompt .
But when I tried to call it from anoter r file using source()
getting Exception
Error in