paper_compute {dispositionEffect} | R Documentation |
Compute paper gains and paper losses as either simple counts, total quantities, expected returns and financial duration.
paper_count(
portfolio_quantity,
portfolio_price,
market_price,
allow_short = TRUE
)
paper_total(
portfolio_quantity,
portfolio_price,
market_price,
allow_short = TRUE
)
paper_value(
portfolio_quantity,
portfolio_price,
market_price,
allow_short = TRUE
)
paper_duration(
portfolio_quantity,
portfolio_price,
market_price,
datetime_difference = NULL,
previous_datetime = NULL,
transaction_datetime = NULL,
allow_short = TRUE
)
paper_compute(
portfolio_quantity,
portfolio_price,
market_price,
previous_datetime,
transaction_datetime,
assets,
allow_short = TRUE,
method = "all"
)
portfolio_quantity |
Numeric vector. The portfolio quantities of assets into the investor's portfolio. |
portfolio_price |
Numeric vector. The portfolio prices of assets into the investor's portfolio. |
market_price |
Numeric vector. The market prices of assets into the investor's portfolio. |
allow_short |
Logical. If TRUE short positions are allowed, otherwise only long positions are allowed. |
datetime_difference |
Numeric value of time difference between the previous_datetime
and the transaction_datetime, computed through |
previous_datetime |
POSIXct value. The date-time of the last transaction performed by the investor. |
transaction_datetime |
POSIXct value. The date-time at which the transaction is going to occur. |
assets |
Character vector. The name of assets into the investor's portfolio but the traded asset. |
method |
Character string. The method used to compute papers. Allowed values are "count", "total", "value", "duration" and "all". |
The described functions have different return behaviors
paper_compute
returns a data frame containing the values of
paper gains and paper losses computed by means of the chosen method
on each portfolio assets.
paper_count
returns a named vector containing the values of
paper gains and paper losses computed using the count method.
paper_total
returns a named vector containing the values of
paper gains and paper losses computed using the total method.
paper_value
returns a named vector containing the values of
paper gains and paper losses computed using the value method.
paper_duration
returns a named vector containing the values
of paper gains and paper losses computed using the duration method.
In particular:
RG_"method"
contains Realized Gains results
RL_"method"
contains Realized Losses results
PG_"method"
contains Paper Gains results
PL_"method"
contains Paper Losses results
paper_count
: Computation of paper gains and paper losses as
simple counts (default method).
paper_total
: Computation of paper gains and paper losses as
total quantity of assets.
paper_value
: Computation of paper gains and paper losses as
expected return of assets.
paper_duration
: Computation of paper gains and paper losses as
financial duration.
paper_compute
: Wrapper that calls other paper_. functions to
compute paper gains and paper losses based on the chosen method.
realized_compute
, gains_losses