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danielkrizian / strategery

Quant Strategy Specification, Backtesting, Optimization And Statistical Analysis Workflow
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Add benchmarks to Returns #27

Open danielkrizian opened 10 years ago

danielkrizian commented 10 years ago

can be multiple columns, e.g. add edhec styles

to facilitate lm.constraint( hist.returns[, -1], hist.returns[, 1], constraints )

Affects for example Returns$xts() method