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:Jeff Enos [aut], David Kane [aut], Daniel Gerlanc [aut, cre], Kyle Campbell [ctb]

portfolio_0.5-2.tar.gz
portfolio_0.5-2.zip(r-4.7)portfolio_0.5-2.zip(r-4.6)portfolio_0.5-2.zip(r-4.5)
portfolio_0.5-2.tgz(r-4.6-any)portfolio_0.5-2.tgz(r-4.5-any)
portfolio_0.5-2.tar.gz(r-4.7-any)portfolio_0.5-2.tar.gz(r-4.6-any)
portfolio_0.5-2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
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

Datasets:
  • 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

On CRAN:

Conda:

financeportfolio-constructionrisk-modelling

6.44 score 17 stars 109 scripts 269 downloads 23 exports 2 dependencies

Last updated from:1181b1266d. Checks:7 ERROR, 2 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64ERROR123
source / vignettesOK230
linux-release-x86_64ERROR116
macos-release-arm64ERROR116
macos-oldrel-arm64ERROR148
windows-develERROR110
windows-releaseERROR82
windows-oldrelERROR87
wasm-releaseOK78

Exports:all.equalbalancecalcSharescalcWeightscontributioncreateexpandDataexposeexposuregetYahooDatainitializemap.marketmapMarketmatchingperformanceplotportfolioDiffscaleWeightssecurityInfoshowsummaryupdatePricesweight

Dependencies:latticenlme

Matching Portfolios

Rendered frommatching_portfolio.Rnwusingutils::Sweaveon May 11 2026.

Last update: 2020-03-10
Started: 2020-03-10

Using the portfolio package

Rendered fromportfolio.Rnwusingutils::Sweaveon May 11 2026.

Last update: 2020-03-10
Started: 2020-03-10

Using the tradelist class

Rendered fromtradelist.Rnwusingutils::Sweaveon May 11 2026.

Last update: 2020-03-10
Started: 2020-03-10

Readme and manuals

Help Manual

Help pageTopics
Analysing equity portfoliosportfolio-package portfolio
Assay Research rankings as of 2004-12-31assay
Class "contribution"contribution-class plot,contribution,missing-method show,contribution-method summary,contribution-method
DJIA for January, 2005dow.jan.2005
Class "exposure"exposure-class plot,exposure,missing-method show,exposure-method summary,exposure-method
Security data of large global companies for 2004global.2004
Create a Map of the Marketmap.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 Weightsweight