Description Usage Arguments Details Value Examples
Finds the holdings that have median below cut (defaults to zero) among clientes with the same strategy
1 | find_rare_position(position, cut = 0)
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position |
A data.frame object of holdings expected to be obtained from |
cut |
A numeric value indicating a cut value to filter using the median percentage of the total |
The function computes the median percentage of the total holdings for each strategy and the filters the full holdings information to return whose median is below the cut
A data.frame object containing the holdings that have median percentage of the total within clients of the same strategy below the selected cut value
1 | find_rare_position(get_position("2015-12-31"))
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