Dear R users,
I am trying to calculate NAV of portfolio using Return.portfolio function in
PerformanceAnalytics Package. I am having difficulties with how I should
specify weight in the function.
I tried to replicate using fixed weights with rebalance_on = "months" by
specifying weights
can clear the occupied
memory without restarting.
Best Regards,
Suphajak Ngamlak
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
~IndSub1+IndSub2+IndSub3-1, data = Data, weight =
Weight)
summary(Result)
Data2 - Data*Weight
Result2- lm(formula = MatY~IndSub1+IndSub2+IndSub3-1, data = Data2)
summary(Result2)
Best Regards,
Suphajak Ngamlak
Asset Management (Hedge Fund)
Phatra Securities Public Company Limited
Tel: (66)2
Regards,
Suphajak Ngamlak
Equity and Derivatives Trading
Phatra Securities Public Company Limited
Tel: (66)2-305-9179
Email: supha...@phatrasecurities.com
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.
How could I get this efficiently? Thank you
Best Regards,
Suphajak Ngamlak
Equity and Derivatives Trading
Phatra Securities Public Company Limited
Tel: (66)2-305-9179
Email: supha...@phatrasecurities.com
[[alternative HTML version deleted
you
Best Regards,
Suphajak Ngamlak
Equity and Derivatives Trading
Phatra Securities Public Company Limited
Tel: +662-305-9179
Email: supha...@phatrasecurities.com
[[alternative HTML version deleted]]
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(select A, avg(B) as Average, median(B) as Median
from $Input
group by $Bygroup)
return(AVG)
}
Result-GetAvg(Test,'A')
The only difference is with $Input. How can I refer to this variable in
sqldf. Thank you
Best Regards,
Suphajak Ngamlak
Equity and Derivatives Trading
Phatra
are
large so I would like to avoid loop as much as possible. Thank you
Best Regards,
Suphajak Ngamlak
Equity and Derivatives Trading
Phatra Securities Public Company Limited
Tel: +662-305-9179
Email: supha...@phatrasecurities.com
[[alternative HTML version deleted
Best Regards,
Suphajak Ngamlak
Equity and Derivatives Trading
Phatra Securities Public Company Limited
Tel: +662-305-9179
Email: supha...@phatrasecurities.com
[[alternative HTML version deleted]]
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