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
portsort_0.1.0.zip(r-4.5)portsort_0.1.0.zip(r-4.4)portsort_0.1.0.zip(r-4.3)
portsort_0.1.0.tgz(r-4.4-any)portsort_0.1.0.tgz(r-4.3-any)
portsort_0.1.0.tar.gz(r-4.5-noble)portsort_0.1.0.tar.gz(r-4.4-noble)
portsort_0.1.0.tgz(r-4.4-emscripten)portsort_0.1.0.tgz(r-4.3-emscripten)
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'))

Peer review:

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.

2.26 score 18 scripts 118 downloads 5 exports 3 dependencies

Last updated 6 years agofrom:6b2c217159. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 30 2024
R-4.5-winOKOct 30 2024
R-4.5-linuxOKOct 30 2024
R-4.4-winOKOct 30 2024
R-4.4-macOKOct 30 2024
R-4.3-winOKOct 30 2024
R-4.3-macOKOct 30 2024

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

Dependencies:latticextszoo

Using the portsort R Package

Alexander Dickerson and Jonathan Spohnholtz

Rendered fromportsort.Rmdusingknitr::knitron Oct 30 2024.

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