build_sort_portfolios: Build sort portfoilos basing on group list of stocks
In chriszheng2016/zstmodelr: Stock Factor Models for China Stock Market Investment
Description
Usage
Arguments
Value
Description
use stocks list and factor value list to build sort portfoilos by sorting
factor value and cutting in n groups.
Usage
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build_sort_portfolios(
stocks_list,
factor_value_list,
stocks_weight_list = NULL,
ngroup = 5
)
Arguments
stocks_list
A list of stkcds of stocks.
factor_value_list
A list of factor value of corresponding stocks.
stocks_weight_list
A list of stocks weight or NULL for equal weight of 1,
by default NULL.
ngroup
Numbers of groups to cut stocks, by default 5.
Value
1
2
A tibble dataset of portfolio_group, stkcd, weight,
factor_value.
chriszheng2016/zstmodelr documentation built on June 13, 2021, 8:59 p.m.
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Description Usage Arguments Value
Description
use stocks list and factor value list to build sort portfoilos by sorting factor value and cutting in n groups.
Usage
1 2 3 4 5 6 | build_sort_portfolios(
stocks_list,
factor_value_list,
stocks_weight_list = NULL,
ngroup = 5
)
|
Arguments
stocks_list |
A list of stkcds of stocks. |
factor_value_list |
A list of factor value of corresponding stocks. |
stocks_weight_list |
A list of stocks weight or NULL for equal weight of 1, by default NULL. |
ngroup |
Numbers of groups to cut stocks, by default 5. |
Value
1 2 | A tibble dataset of portfolio_group, stkcd, weight,
factor_value.
|
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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