clean_position: Remove uncommon holdings from position data
In optimist/inhouse: In-house all-purpose functions used at CI Estrategias
Description
Usage
Arguments
Details
Value
See Also
Examples
Description
Computes the median percentage from total within each strategy and removes holdings from position data that have median zero.
Usage
1
clean_position(position)
Arguments
position
A data.frame object containing holdings information. It is assumed to be generated using get_position
Details
Computes the median percentage from total within each strategy and removes holdings from position data that have median zero.
It is the opposite of find_rare_position. Sometimes even after removing blocked holdings using remove_blocked there
are holdings that belong to client decision and not our investment strategies (the position has not yet been blocked). This method
can be used to further clean the data by removing elements that are uncommon within a strategy
Value
A data.frame with the holdings after removing id's that have zero median within a strategy
See Also
Examples
1
clean_position(get_position("2015-12-31"))
optimist/inhouse documentation built on May 24, 2019, 3:56 p.m.
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Description Usage Arguments Details Value See Also Examples
Description
Computes the median percentage from total within each strategy and removes holdings from position data that have median zero.
Usage
1 | clean_position(position)
|
Arguments
position |
A data.frame object containing holdings information. It is assumed to be generated using |
Details
Computes the median percentage from total within each strategy and removes holdings from position data that have median zero.
It is the opposite of find_rare_position. Sometimes even after removing blocked holdings using remove_blocked there
are holdings that belong to client decision and not our investment strategies (the position has not yet been blocked). This method
can be used to further clean the data by removing elements that are uncommon within a strategy
Value
A data.frame with the holdings after removing id's that have zero median within a strategy
See Also
Examples
1 | clean_position(get_position("2015-12-31"))
|
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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