find_rare_position: Find uncommon holdings

Description Usage Arguments Details Value Examples

View source: R/posiciones.R

Description

Finds the holdings that have median below cut (defaults to zero) among clientes with the same strategy

Usage

1
find_rare_position(position, cut = 0)

Arguments

position

A data.frame object of holdings expected to be obtained from get_position

cut

A numeric value indicating a cut value to filter using the median percentage of the total

Details

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

Value

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

Examples

1

optimist/inhouse documentation built on May 24, 2019, 3:56 p.m.