portfolio: Analysing equity portfolios

Classes for analysing and implementing equity portfolios.

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

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

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.