diff_pfo: Difference between two portfolios

In philaris/pfo: Portfolio, Trades, Pricing

Description

Difference between two portfolios: difference from 'from' to 'to'.

Usage

diff_pfo(from, to)

Arguments

from	initial portfolio.
to	target portfolio.

Value

A named list of differences indexed by ticker.

Examples

p1 <- pfo_init('USD', 100000)
p2 <- pfo_trade(p1, 'MSCI', 10.5, 1756)
p3 <- pfo_trade(p2, 'VIX', 20, 14)
from <- pfo_grepl(p1, 'MSCI|VIX')
to <- pfo_grepl(p3, 'MSCI|VIX')
diff_pfo(from, to)

philaris/pfo documentation built on March 29, 2020, 7:58 p.m.