I am looking for a function, or package, that will help me with this goal. I've looked through several packages but can't find what I am looking for:
Lets say I have an xts object with 10 columns and 250 rows.
What I want to do is run a simulation, such that I get a robust calculation of my performance metric over the period.
So, lets say that I have 250 data points, I want to run x number of simulations over random samples of the data computing the Sharpe Ratio using the function (PerformanceAnalytics::SharpeRatio) varying the random samples to be lengths 30-240, and then find the average. Keep in mind I want to do this for every column and I'd rather not have to use apply if possible. I'd also like to find something that processes the information rather quickly.
What package or functions would best serve this purpose?
Thank you!
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