portfolio: Analysing equity portfolios

Classes for analysing and implementing equity portfolios.

Install the latest version of this package by entering the following in R:
install.packages("portfolio")
AuthorJeff 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 publication2015-01-29 21:39:50
MaintainerDaniel Gerlanc <dgerlanc@enplusadvisors.com>
LicenseGPL (>= 2)
Version0.4-7
https://github.com/dgerlanc/portfolio

View on CRAN

Functions

actualCols,tradelist-method Man page
all.equal,portfolioBasic,portfolioBasic-method Man page
all.equal,portfolio,portfolio-method Man page
assay Man page
balance Man page
balance,portfolioBasic,character-method Man page
calcActual,tradelist-method Man page
calcCandidates,tradelist,portfolio,portfolio-method Man page
calcChunksActual,tradelist-method Man page
calcChunks,tradelist-method Man page
calcRanks,tradelist-method Man page
calcShares Man page
calcShares,portfolio-method Man page
calcSwapsActual,tradelist-method Man page
calcSwaps,tradelist-method Man page
calcWeights Man page
calcWeights,portfolio-method Man page
candidatesCols,tradelist-method Man page
chunksCols,tradelist-method Man page
contribution Man page
contribution-class Man page
contribution,matchedPortfolio,character-method Man page
contribution,portfolioBasic,character-method Man page
contribution,portfolio,character-method Man page
create Man page
create,portfolioBasic-method Man page
create,portfolio-method Man page
dow.jan.2005 Man page
dummyChunks,tradelist-method Man page
expandData Man page
expandData,portfolio-method Man page
expose Man page
expose,portfolio,trades-method Man page
exposure Man page
exposure-class Man page
exposure,matchedPortfolio,character-method Man page
exposure,portfolioBasic,character-method Man page
getYahooData Man page
getYahooData,portfolio,character-method Man page
global.2004 Man page
initialize,performance-method Man page
initialize,portfolioBasic-method Man page
initialize,portfolio-method Man page
initialize,tradelist-method Man page
map.market Man page
mapMarket Man page
mapMarket,portfolioBasic-method Man page
matchedPortfolio-class Man page
matchedPortfolioCollection-class Man page
matching Man page
matching,data.frame-method Man page
matching,portfolioBasic-method Man page
performance Man page
performance-class Man page
performance,matchedPortfolio-method Man page
performance,portfolioBasic-method Man page
performance,portfolio-method Man page
plot,contribution,missing-method Man page
plot,exposure,missing-method Man page
plot,matchedPortfolioCollection,missing-method Man page
plot,matchedPortfolio,missing-method Man page
plot,performance,missing-method Man page
plot,portfolioBasic,missing-method Man page
portfolio Man page
portfolioBasic-class Man page
portfolioBasicOrNull-class Man page
+,portfolioBasic,portfolioBasic-method Man page
portfolio-class Man page
portfolioDiff Man page
portfolioDiff,portfolioBasic,portfolioBasic-method Man page
portfolioDiff,portfolio,portfolio-method Man page
portfolioOrNull-class Man page
portfolio-package Man page
+,portfolio,portfolio-method Man page
ranksCols,tradelist-method Man page
restrictedCols,tradelist-method Man page
scaleWeights Man page
scaleWeights,portfolioBasic-method Man page
securityInfo Man page
securityInfo,portfolio,character-method Man page
securityInfo,tradelist,character-method Man page
show,contribution-method Man page
show,exposure-method Man page
show,matchedPortfolio-method Man page
show,performance-method Man page
show,portfolioBasic-method Man page
show,tradelist-method Man page
summary,contribution-method Man page
summary,exposure-method Man page
summary,matchedPortfolioCollection-method Man page
summary,matchedPortfolio-method Man page
summary,performance-method Man page
summary,portfolioBasic-method Man page
summary,portfolio-method Man page
tradelist Man page
tradelist-class Man page
trades-class Man page
trimSide,tradelist-method Man page
updatePrices Man page
updatePrices,portfolio,character,numeric-method Man page
weight Man page

Files

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.