| portfolio_results {dispositionEffect} | R Documentation |
Realized and paper results
Description
Results obtained by means of portfolio_compute on the
data sets investor and marketprices.
Usage
portfolio_results
Format
A data frame with 5 rows and 21 variables:
- investor
id of the investor
- asset
id of the traded asset
- quantity
quantity of the traded asset at the end of the portfolio updating process
- price
last market price of the traded asset
- datetime
timestamp of the last operation
- RG_count
realized gains via count method
- RL_count
realized losses via count method
- PG_count
paper gains via count method
- PL_count
paper losses via count method
- RG_total
realized gains via total method
- RL_total
realized losses via total method
- PG_total
paper gains via total method
- PL_total
paper losses via total method
- RG_value
realized gains via value method
- RL_value
realized losses via value method
- PG_value
paper gains via value method
- PL_value
paper losses via value method
- RG_duration
realized gains via duration method
- RL_duration
realized losses via duration method
- PG_duration
paper gains via duration method
- PL_duration
paper losses via duration method