Package: portfolio 0.5-2
portfolio: Analysing Equity Portfolios
Classes for analysing and implementing equity portfolios, including routines for generating tradelists and calculating exposures to user-specified risk factors.
Authors:
portfolio_0.5-2.tar.gz
portfolio_0.5-2.zip(r-4.5)portfolio_0.5-2.zip(r-4.4)portfolio_0.5-2.zip(r-4.3)
portfolio_0.5-2.tgz(r-4.4-any)portfolio_0.5-2.tgz(r-4.3-any)
portfolio_0.5-2.tar.gz(r-4.5-noble)portfolio_0.5-2.tar.gz(r-4.4-noble)
portfolio_0.5-2.tgz(r-4.4-emscripten)portfolio_0.5-2.tgz(r-4.3-emscripten)
portfolio.pdf |portfolio.html✨
portfolio/json (API)
| # Install 'portfolio' in R: |
| install.packages('portfolio', repos = c('https://dgerlanc.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/dgerlanc/portfolio/issues
- assay - Assay Research rankings as of 2004-12-31
- dow.jan.2005 - DJIA for January, 2005
- global.2004 - Security data of large global companies for 2004
financeportfolio-constructionrisk-modelling
Last updated 30 days agofrom:1181b1266d. Checks:OK: 5 ERROR: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Sep 18 2024 |
| R-4.5-win | ERROR | Sep 18 2024 |
| R-4.5-linux | ERROR | Sep 18 2024 |
| R-4.4-win | OK | Sep 18 2024 |
| R-4.4-mac | OK | Sep 18 2024 |
| R-4.3-win | OK | Sep 18 2024 |
| R-4.3-mac | OK | Sep 18 2024 |
Exports:all.equalbalancecalcSharescalcWeightscontributioncreateexpandDataexposeexposuregetYahooDatainitializemap.marketmapMarketmatchingperformanceplotportfolioDiffscaleWeightssecurityInfoshowsummaryupdatePricesweight
Matching Portfolios
Rendered frommatching_portfolio.Rnwusingutils::Sweaveon Sep 18 2024.Last update: 2020-03-10
Started: 2020-03-10
Using the portfolio package
Rendered fromportfolio.Rnwusingutils::Sweaveon Sep 18 2024.Last update: 2020-03-10
Started: 2020-03-10
Using the tradelist class
Rendered fromtradelist.Rnwusingutils::Sweaveon Sep 18 2024.Last update: 2020-03-10
Started: 2020-03-10
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Analysing equity portfolios | portfolio-package portfolio |
| Assay Research rankings as of 2004-12-31 | assay |
| Class "contribution" | contribution-class plot,contribution,missing-method show,contribution-method summary,contribution-method |
| DJIA for January, 2005 | dow.jan.2005 |
| Class "exposure" | exposure-class plot,exposure,missing-method show,exposure-method summary,exposure-method |
| Security data of large global companies for 2004 | global.2004 |
| Create a Map of the Market | map.market |
| Class "matchedPortfolio" | contribution,matchedPortfolio,character-method exposure,matchedPortfolio,character-method matchedPortfolio-class performance,matchedPortfolio-method plot,matchedPortfolio,missing-method show,matchedPortfolio-method summary,matchedPortfolio-method |
| Class "matchedPortfolioCollection" | matchedPortfolioCollection-class matching,data.frame-method plot,matchedPortfolioCollection,missing-method summary,matchedPortfolioCollection-method |
| Class "performance" | initialize,performance-method performance-class plot,performance,missing-method show,performance-method summary,performance-method |
| Class "portfolio" | +,portfolio,portfolio-method all.equal,portfolio,portfolio-method calcShares calcShares,portfolio-method calcWeights calcWeights,portfolio-method contribution,portfolio,character-method create,portfolio-method expandData expandData,portfolio-method expose expose,portfolio,trades-method getYahooData getYahooData,portfolio,character-method initialize,portfolio-method performance,portfolio-method portfolio-class portfolioDiff,portfolio,portfolio-method portfolioOrNull-class securityInfo securityInfo,portfolio,character-method summary,portfolio-method updatePrices updatePrices,portfolio,character,numeric-method |
| Class "portfolioBasic" | +,portfolioBasic,portfolioBasic-method all.equal,portfolioBasic,portfolioBasic-method balance balance,portfolioBasic,character-method contribution contribution,portfolioBasic,character-method create create,portfolioBasic-method exposure exposure,portfolioBasic,character-method initialize,portfolioBasic-method mapMarket mapMarket,portfolioBasic-method matching matching,portfolioBasic-method performance performance,portfolioBasic-method plot,portfolioBasic,missing-method portfolioBasic-class portfolioBasicOrNull-class portfolioDiff portfolioDiff,portfolioBasic,portfolioBasic-method scaleWeights scaleWeights,portfolioBasic-method show,portfolioBasic-method summary,portfolioBasic-method |
| Class "tradelist" | actualCols,tradelist-method calcActual,tradelist-method calcCandidates,tradelist,portfolio,portfolio-method calcChunks,tradelist-method calcChunksActual,tradelist-method calcRanks,tradelist-method calcSwaps,tradelist-method calcSwapsActual,tradelist-method candidatesCols,tradelist-method chunksCols,tradelist-method dummyChunks,tradelist-method initialize,tradelist-method ranksCols,tradelist-method restrictedCols,tradelist-method securityInfo,tradelist,character-method show,tradelist-method tradelist tradelist-class trimSide,tradelist-method |
| Class "trades" | trades-class |
| Calculate Position Weights | weight |
