initializers {dispositionEffect}R Documentation

Initializers functions

Description

Initializers functions

Usage

initializer_portfolio(investor, assets)

initializer_realized_and_paper(investor, assets, method = "all")

initializer_timeseries_DE(investor, assets, datetimes, method)

Arguments

investor

Character string. The name of the investor.

assets

Character vector. The names of the assets traded by the investor.

method

Character string. The method used to compute papers. Allowed values are "count", "total", "value", "duration" and "all".

datetimes

POSIXct vector. The datetimes of the investors' transactions.

Value

Empty data.frame of either investor's portfolio, investor's realized and paper gains and losses results, or time series Disposition Effect based on the chosen method.

Functions


[Package dispositionEffect version 1.0.1 Index]