laszlo-jakab/compsizer: Compute CompetitorSize, as defined in Jakab (2018)

This package contains utilities for computing CompetitorSize, as defined in Jakab (2018). The workhorse function `GenCompSize` eats a data.table (or data.frame) of portfolio weights and a data.table (or data.frame) of fund sizes, and spits out a neatly formatted CompetitorSize dataset. Input datasets should be supplied in long format. For now, the only measure for gaging the similarity across funds is cosine similarity, but I plan to add flexibility in the future.

install.packages("remotes")
remotes::install_github("laszlo-jakab/compsizer")