summary-GenericStrat-method function

S4 method for the summary generic for portfolio insurance strategy classes

## S4 method for signature 'GenericStrat'
summary(object)

Arguments

• object: instance of a strategy class

Returns

a list with five elements. 1) A string describing the type of portfolio insurance trading strategy and number of observations, 2) volume to be hedged, calculated churn rate (numer of times volume to be hedged has been traded) and 5) a data frame with summary statistics for achieved results