show_monthly_returns

<p>A Simulation object with results to display</p>

<p>Build a flextable object that shows a simulation's return by
  month by formatting the output of `Simulation$overallReturnsByMonthDf`.</p>

Provides a framework for performing discrete (share-level) simulations of
investment strategies. Simulated portfolios optimize exposure to an input signal subject
to constraints such as position size and factor exposure. For background see L. Chincarini
and D. Kim (2010, ISBN:978-0-07-145939-6) "Quantitative Equity Portfolio Management".

Jeffrey  Enos

strand

A Framework for Investment Strategy Simulation

Jeff Enos

David Kane

Ben Czekanski

Robert Hoover

Jack Luby

Nils Wallin

show_monthly_returns function

Show monthly returns — show_monthly_returns

Show monthly returns

show_monthly_returns: Show monthly returns

Description

Usage

Arguments