Package: portsort 0.1.0

portsort: Factor-Based Portfolio Sorts

Designed to aid both academic researchers and asset managers in conducting factor based portfolio sorts. Provides functionality to sort assets into portfolios for up to three factors via a conditional or unconditional sorting procedure.

Authors:Alex Dickerson [aut,cre], Jonathan Spohnholtz [aut,cre]

portsort_0.1.0.tar.gz
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portsort.pdf |portsort.html✨
portsort/json (API)

# Install 'portsort' in R:
install.packages('portsort', repos = c('https://a-dickerson.r-universe.dev', 'https://cloud.r-project.org'))
Datasets:
  • Factors - Cryptocurrency Returns and Volume Data

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.32 score 21 scripts 161 downloads 5 exports 3 dependencies

Last updated 6 years agofrom:6b2c217159. Checks:8 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKJan 28 2025
R-4.5-winOKJan 28 2025
R-4.5-macOKJan 28 2025
R-4.5-linuxOKJan 28 2025
R-4.4-winOKJan 28 2025
R-4.4-macOKJan 28 2025
R-4.3-winOKJan 28 2025
R-4.3-macOKJan 28 2025

Exports:conditional.sortportfolio.frequencyportfolio.mean.sizeportfolio.turnoverunconditional.sort

Dependencies:latticextszoo

Using the portsort R Package

Alexander Dickerson and Jonathan Spohnholtz

Rendered fromportsort.Rmdusingknitr::knitron Jan 28 2025.

Last update: 2018-09-30
Started: 2018-09-30