portfolio: Analysing equity portfolios

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Classes for analysing and implementing equity portfolios.

Author
Jeff Enos <jeff@kanecap.com> and David Kane <dave@kanecap.com>, with contributions from Daniel Gerlanc <daniel@gerlanc.com> and Kyle Campbell <Kyle.W.Campbell@williams.edu>
Date of publication
2015-01-29 21:39:50
Maintainer
Daniel Gerlanc <dgerlanc@enplusadvisors.com>
License
GPL (>= 2)
Version
0.4-7
URLs

View on CRAN

Man pages

assay
Assay Research rankings as of 2004-12-31
contribution-class
Class "contribution"
dow.jan.2005
DJIA for January, 2005
exposure-class
Class "exposure"
global.2004
Security data of large global companies for 2004
map.market
Create a Map of the Market
matchedPortfolio-class
Class "matchedPortfolio"
matchedPortfolioCollection-class
Class "matchedPortfolioCollection"
performance-class
Class "performance"
portfolioBasic-class
Class "portfolioBasic"
portfolio-class
Class "portfolio"
portfolio-package
Analysing equity portfolios
tradelist-class
Class "tradelist"
trades-class
Class "trades"
weight
Calculate Position Weights

Files in this package

portfolio
portfolio/inst
portfolio/inst/doc
portfolio/inst/doc/tradelist.pdf
portfolio/inst/doc/matching_portfolio.Rnw
portfolio/inst/doc/portfolio.Rnw
portfolio/inst/doc/portfolio.pdf
portfolio/inst/doc/tradelist.Rnw
portfolio/inst/doc/portfolio.R
portfolio/inst/doc/matching_portfolio.pdf
portfolio/inst/doc/matching_portfolio.R
portfolio/inst/doc/tradelist.R
portfolio/tests
portfolio/tests/tradelist.calcActual.test.R
portfolio/tests/trades.test.R
portfolio/tests/portfolio.performance.test.R
portfolio/tests/map.market.test.RData
portfolio/tests/tradelist.calcChunksActual.test.RData
portfolio/tests/matchit.test.RData
portfolio/tests/tradelist.calcChunks.test.R
portfolio/tests/portfolio.performance.test.RData
portfolio/tests/df.category.mean.test.R
portfolio/tests/nearest.multiple.test.R
portfolio/tests/tradelist.calcSwaps.test.R
portfolio/tests/portfolio.matching.test.R
portfolio/tests/portfolio.all.equal.test.RData
portfolio/tests/portfolio.Arith.test.R
portfolio/tests/portfolioBasic.all.equal.test.R
portfolio/tests/next.treatment.test.RData
portfolio/tests/prob.matrix.test.RData
portfolio/tests/portfolio.create.test.R
portfolio/tests/prob.matrix.test.R
portfolio/tests/tradelist.calcCandidates.test.R
portfolio/tests/portfolioBasic.contribution.test.R
portfolio/tests/portfolio.mvLong.test.R
portfolio/tests/portfolio.expose.test.RData
portfolio/tests/portfolio.updatePrices.test.RData
portfolio/tests/tradelist.calcRanks.test.R
portfolio/tests/trades.test.RData
portfolio/tests/portfolioBasic.performance.test.R
portfolio/tests/portfolioBasic.test.R
portfolio/tests/tradelist.calcCandidates.test.RData
portfolio/tests/portfolioBasic.test.RData
portfolio/tests/portfolio.create.test.RData
portfolio/tests/portfolio.expandData.test.RData
portfolio/tests/portfolioBasic.contribution.test.RData
portfolio/tests/tradelist.calcSwapsActual.test.RData
portfolio/tests/tradelist.calcActual.test.RData
portfolio/tests/portfolio.calcShares.test.R
portfolio/tests/portfolio.calcWeights.test.R
portfolio/tests/tradelist.calcChunksActual.test.R
portfolio/tests/weight.test.RData
portfolio/tests/tradelist.calcRanks.test.RData
portfolio/tests/portfolio.Arith.test.RData
portfolio/tests/portfolio.all.equal.test.R
portfolio/tests/portfolioBasic.all.equal.test.RData
portfolio/tests/portfolio.updatePrices.test.R
portfolio/tests/matchit.test.R
portfolio/tests/weight.test.R
portfolio/tests/portfolio.calcShares.test.RData
portfolio/tests/tradelist.calcSwapsActual.test.R
portfolio/tests/portfolioBasic.performance.test.RData
portfolio/tests/portfolioBasic.Arith.test.RData
portfolio/tests/portfolio.mvShort.test.R
portfolio/tests/tradelist.calcChunks.test.RData
portfolio/tests/portfolioBasic.Arith.test.R
portfolio/tests/nearest.multiple.test.RData
portfolio/tests/df.category.mean.test.RData
portfolio/tests/classes.test.R
portfolio/tests/map.market.test.R
portfolio/tests/portfolio.expandData.test.R
portfolio/tests/portfolioBasic.exposure.test.RData
portfolio/tests/next.treatment.test.R
portfolio/tests/portfolio.expose.test.R
portfolio/tests/tradelist.calcSwaps.test.RData
portfolio/tests/sample.matrix.test.R
portfolio/tests/portfolio.matching.test.RData
portfolio/tests/portfolioBasic.exposure.test.R
portfolio/tests/build.matches.test.R
portfolio/NAMESPACE
portfolio/demo
portfolio/demo/getYahooData.R
portfolio/demo/00Index
portfolio/data
portfolio/data/global.2004.RData
portfolio/data/dow.jan.2005.RData
portfolio/data/assay.RData
portfolio/R
portfolio/R/AllClasses.R
portfolio/R/AllGenerics.R
portfolio/R/map.market.R
portfolio/R/contribution.R
portfolio/R/portfolioBasic.R
portfolio/R/exposure.R
portfolio/R/matchedPortfolio.R
portfolio/R/portfolio.R
portfolio/R/matchedPortfolioCollection.R
portfolio/R/df.category.mean.R
portfolio/R/weight.R
portfolio/R/trellis.multiplot.R
portfolio/R/matchit.R
portfolio/R/performance.R
portfolio/R/nearest.multiple.R
portfolio/R/tradelist.R
portfolio/vignettes
portfolio/vignettes/Rnews.sty
portfolio/vignettes/matching_portfolio.Rnw
portfolio/vignettes/portfolio.Rnw
portfolio/vignettes/tradelist.RData
portfolio/vignettes/matching.bib
portfolio/vignettes/tradelist.Rnw
portfolio/README.md
portfolio/MD5
portfolio/build
portfolio/build/vignette.rds
portfolio/DESCRIPTION
portfolio/THANKS
portfolio/ChangeLog
portfolio/man
portfolio/man/assay.Rd
portfolio/man/weight.Rd
portfolio/man/portfolio-package.Rd
portfolio/man/trades-class.Rd
portfolio/man/exposure-class.Rd
portfolio/man/dow.jan.2005.Rd
portfolio/man/portfolioBasic-class.Rd
portfolio/man/performance-class.Rd
portfolio/man/matchedPortfolioCollection-class.Rd
portfolio/man/matchedPortfolio-class.Rd
portfolio/man/portfolio-class.Rd
portfolio/man/global.2004.Rd
portfolio/man/map.market.Rd
portfolio/man/contribution-class.Rd
portfolio/man/tradelist-class.Rd