CRAN/E | dispositionEffect

dispositionEffect

Analysis of Disposition Effect on Financial Portfolios

Installation

About

Evaluate the presence of disposition effect and others irrational investor's behaviors based solely on investor's transactions and financial market data. Experimental data can also be used to perform the analysis. Four different methodologies are implemented to account for the different nature of human behaviors on financial markets. Novel analyses such as portfolio driven and time series disposition effect are also allowed.

marcozanotti.github.io/dispositionEffect/
github.com/marcozanotti/dispositionEffect
Bug report File report

Key Metrics

Version 1.0.1
R ≥ 3.5.0
Published 2022-05-30 669 days ago
Needs compilation? no
License MIT
License File
CRAN checks dispositionEffect results

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Maintainer

Maintainer

Marco Zanotti

zanottimarco17@gmail.com

Authors

Lorenzo Mazzucchelli

aut

Marco Zanotti

aut / cre

Material

README
NEWS
Reference manual
Package source

Vignettes

The Analysis of Disposition Effect
Disposition Effect in Parallel
Time Series Disposition Effect
Getting Started

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

dispositionEffect archive

Depends

R ≥ 3.5.0

Imports

dplyr
purrr
lubridate
magrittr
progress

Suggests

devtools
knitr
rmarkdown
roxygen2
testthat
covr
tidyr
skimr
ggplot2
ggridges
furrr
future
foreach
doParallel
parallel
bench