| portfolio_results_ts {dispositionEffect} | R Documentation |
Realized and paper results
Description
Results obtained by means of portfolio_compute on the
data sets investor and marketprices with time_series_DE = TRUE.
Usage
portfolio_results_ts
Format
A data frame with 19 rows and 6 variables:
- investor
id of the investor
- datetime
timestamp of the last operation
- DEts_count
Partial disposition effect computed at time t
- DETs_count
Complete disposition effect computed after updating at time t
- DEts_value
Partial disposition difference computed at time t
- DETs_value
Complete disposition difference computed after updating at time t
[Package dispositionEffect version 1.0.1 Index]