portfolioPlot-class

+,portfolioPlot,portfolioPlot-method

plot,portfolioPlot,missing-method

show,portfolioPlot-method


Class for storing chart settings for portfolio metrics.


classes

PortfolioEffectHFT

R interface to PortfolioEffect cloud service for backtesting
high frequency trading (HFT) strategies, intraday portfolio analysis
and optimization. Includes auto-calibrating model pipeline for market
microstructure noise, risk factors, price jumps/outliers, tail risk
(high-order moments) and price fractality (long memory). Constructed
portfolios could use client-side market data or access HF intraday price
history for all major US Equities. See https://www.portfolioeffect.com/
for more information on the PortfolioEffect high frequency portfolio
analytics platform.

Aleksey Zemnitskiy

High Frequency Portfolio Analytics by PortfolioEffect

portfolioPlot-class function

Objects can be created by calls of the form <code>new("portfolioPlot", ...)</code>. 

Objects from the Class

<dl>
    <dt><code>data</code>:</dt><dd>Object of class <code>"data.frame"</code> ~~ </dd> <dt><code>start.data</code>:</dt><dd>Object of class <code>"data.frame"</code> ~~ </dd> <dt><code>option</code>:</dt><dd>Object of class <code>"list"</code> ~~ </dd> <dt><code>bw</code>:</dt><dd>Object of class <code>"logical"</code> ~~ </dd> <dt><code>breaks</code>:</dt><dd>Object of class <code>"numeric"</code> ~~ </dd> <dt><code>labels</code>:</dt><dd>Object of class <code>"character"</code> ~~ </dd> </dl> 

Slots

<dl>
    <dt>+</dt><dd><code>signature(e1 = "portfolioPlot", e2 = "portfolioPlot")</code>: ... </dd> <dt>plot</dt><dd><code>signature(x = "portfolioPlot", y = "missing")</code>: ... </dd> <dt>show</dt><dd><code>signature(object = "portfolioPlot")</code>: ... </dd> </dl> 

portfolioPlot-class: Class `"portfolioPlot"`

Description

Arguments

Objects from the Class

Slots

Methods

Examples