CRAN/E | portsort

portsort

Factor-Based Portfolio Sorts

Installation

About

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.

Key Metrics

Version 0.1.0
R ≥ 2.10
Published 2018-09-30 2040 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks portsort results

Downloads

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Maintainer

Maintainer

Alex Dickerson

a.dickerson@warwick.ac.uk

Authors

Alex Dickerson

aut / cre

Jonathan Spohnholtz

aut / cre

Material

Reference manual
Package source

Vignettes

portsort

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

Depends

xts
zoo
R ≥ 2.10

Imports

stats

Suggests

PortfolioAnalytics
PerformanceAnalytics
knitr