Robot-Wealth / rsims

R package for financial simulation
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utility functions for outputting performance charts and stats #3

Open robotmasterkris opened 2 years ago

robotmasterkris commented 2 years ago

These are currently quite equities-specific (eg sqrt(252)).

Also, the stacked performance plot needs a check on the number of assets in the universe - no point running it for large universes. Implement an equity curve instead.

robotmasterkris commented 2 years ago

In fact, these generally don't scale particularly well with large universes - eg trades chart

robotmasterkris commented 2 years ago

Existing post-processing functions won't be helpful for futures - need to make sure docs reflect this, and write futures post-processing stuff