www.gusucode.com > trading工具箱matlab源码程序 > trading/trading/krg.m
function krg %KRG Kissell Research Group transaction cost analysis object. % K = KRG(MIDATA) returns a transaction cost analysis object with market % impact parameter data array, date, code and the number of trading days in a year. % The market impact data, MIDATA is a table provided by the Kissell % Research Group. By default, the market impact date will be set to the % current date, the market impact code will be set to 1 and the number of % trading days in a year is set to 250. % % K = KRG(MIDATA,MIDATE) returns a transaction cost analysis object with market % impact parameter data array, date, code and trading days in a year. The market impact % data, MIDATA is a table provided by the Kissell Research Group. % The market impact date, MIDATE, is used to select the specific market % impact parameters. By default, the market impact code is set to 1 and % the number of trading days in a year is set to 250. % % K = KRG(MIDATA,MIDATE,MICODE) returns a transaction cost analysis object with market % impact parameter data array, date, code and trading days in a year. The market impact % data, MIDATA is a table provided by the Kissell Research Group. % The market impact date, MIDATE, and market impact code, MICODE, are used to select the specific market % impact parameters. By default, the number of trading days in a year is set % to 250. % % K = KRG(MIDATA,MIDATE,MICODE,TRADEDAYSINYEAR) returns a transaction cost analysis object with market % impact parameter data array, the market impact date and the number of trading days in a year. % The market impact data, MIDATA is a table provided by the Kissell % Research Group. The market impact date, MIDATE, and market impact code, % MICODE, are used to select the specific market impact parameters. % TRADINGDAYSINYEAR is an integer value. % % See also iStar, marketImpact, priceAppreciation, timingRisk. % Copyright 2016 The MathWorks, Inc.