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braverock / blotter

blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provides portfolio support for multi-asset class and multi-currency portfolios. Actively maintained and developed.
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Update plot.mcsim in mcsim.R #44

Closed jaymon0703 closed 7 years ago

jaymon0703 commented 7 years ago

Replaced cumprod() with cumsum() for normalize=TRUE