tradeCosts-package {tradeCosts} | R Documentation |
Performs ex-post analysis of security transaction costs.
Package: | tradeCosts |
Version: | 0.2-1 |
Date: | 2007-10-01 |
LazyLoad: | yes |
Depends: | R (>= 2.4.0), methods, tools, graphics |
License: | GPL (>= 2) |
Built: | R 2.6.0; ; 2007-10-02 09:09:18; unix |
Index:
dynamic.mar.2007 Sample dynamic descriptive data static.mar.2007 Sample static descriptive data trade.costs User-level function to perform basic trade cost analysis. trade.mar.2007 Sample trading data tradeCosts-class Class "tradeCosts" tradeCosts-package Trade Cost Analysis tradeCostsResults-class Class "tradeCostsResults"
Further information is available in the following vignettes:
tradeCosts-article | Trade Costs (source, pdf) |
tradeCosts | Using the tradeCosts package (source, pdf) |
Arjun Ravi Narayan <contact@arjunnarayan.com>, Aaron Schwartz <Aaron.J.Schwartz@williams.edu>, Daniel Suo <danielsuo@gmail.com> and Luyi Zhao <luyizhao@fas.harvard.edu> with contributions from Jeff Enos <jeff@kanecap.com> and David Kane <david@kanecap.com>
Maintainer: Jeff Enos <jeff@kanecap.com>