danielkrizian / danielkrizian/strategery
Add benchmarks to Returns
Open
enhance - other (classes ...)
- Dominant language
- R
- Stars
- 9
- Forks
- 21
- PR merge metrics
- No merged PRs in 30d
Description
can be multiple columns, e.g. add `edhec` styles
to facilitate `lm.constraint( hist.returns[, -1], hist.returns[, 1], constraints )`
Affects for example `Returns$xts()` method
Contributor guide
No contributing guide indexed for this repository
Research direction
Start by locating the Returns$xts() method and the use of lm.constraint(hist.returns[, -1], hist.returns[, 1], constraints); inspect how the `edhec` styles are represented. Define the expected behavior for multiple benchmark columns and verify that the stated example works.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- r
- Domain
- fintech-quant
- Issue type
- Feature
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100