addwgt2port_amtao: add weight to port
In QuantAndrew/quantbox: Auxiliary toolbox for quant research.
Description
Usage
Arguments
Value
Author(s)
See Also
Examples
Description
add weight to port
Usage
1
2
addwgt2port_amtao(port, wgtType = c("fs", "fssqrt", "ffsMV"), wgtmax = NULL,
totwgt = 1, ...)
Arguments
port
is a object.
wgtType
a character string, giving the weighting type of portfolio,which could be "fs"(floatingshares),"fssqrt"(sqrt of floatingshares).
wgtmax
weight upbar.
...
for Category Weighted method
Value
return a Port object which are of dataframe class containing at least 3 cols("date","stockID","wgt").
Author(s)
Andrew Dow
See Also
Examples
1
2
3
port <- portdemo[,c('date','stockID')]
port <- addwgt2port_amtao(port)
port <- addwgt2port_amtao(port,wgtmax=0.1)
QuantAndrew/quantbox documentation built on May 8, 2019, 3:50 a.m.
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Description Usage Arguments Value Author(s) See Also Examples
Description
add weight to port
Usage
1 2 | addwgt2port_amtao(port, wgtType = c("fs", "fssqrt", "ffsMV"), wgtmax = NULL,
totwgt = 1, ...)
|
Arguments
port |
is a object. |
wgtType |
a character string, giving the weighting type of portfolio,which could be "fs"(floatingshares),"fssqrt"(sqrt of floatingshares). |
wgtmax |
weight upbar. |
... |
for Category Weighted method |
Value
return a Port object which are of dataframe class containing at least 3 cols("date","stockID","wgt").
Author(s)
Andrew Dow
See Also
Examples
1 2 3 | port <- portdemo[,c('date','stockID')]
port <- addwgt2port_amtao(port)
port <- addwgt2port_amtao(port,wgtmax=0.1)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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