PortfolioEffectEstim (version 1.4)

noise_nts: Noise to Signal Ratio

Description

Noise to Signal Ratio is a measure that compares the level of noise to the level of a desired signal.

Usage

noise_nts(estimator)

Arguments

estimator

Vector of (time, price) observations for market asset when external market data is used.

Value

Examples

## Not run: 
# data(spy.data) 
# estimator=estimator_create(priceData=spy.data)
# estimator_settings(estimator,
# 				   inputSamplingInterval = '10s',
# 				   resultsSamplingInterval = '10s')
# util_plot2d(noise_nts(estimator),title="NTS")
# ## End(Not run)