Package: dispositionEffect 1.0.1

dispositionEffect: Analysis of Disposition Effect on Financial Portfolios

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.

Authors:Lorenzo Mazzucchelli [aut], Marco Zanotti [aut, cre]

dispositionEffect_1.0.1.tar.gz
dispositionEffect_1.0.1.zip(r-4.7-any)dispositionEffect_1.0.1.zip(r-4.6-any)dispositionEffect_1.0.1.zip(r-4.5-any)
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dispositionEffect_1.0.1.tar.gz(r-4.7-any)dispositionEffect_1.0.1.tar.gz(r-4.6-any)
dispositionEffect_1.0.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
dispositionEffect/json (API)

# Install 'dispositionEffect' in R:
install.packages('dispositionEffect', repos = c('https://marcozanotti.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/marcozanotti/dispositioneffect/issues

Pkgdown/docs site:https://marcozanotti.github.io

Datasets:

On CRAN:

Conda:

behavioral-economicsbehavioral-scienceseconometricseconomicsfinancefinancial-analysisfinancial-datafinancial-marketstime-series

5.32 score 4 stars 13 scripts 307 downloads 23 exports 23 dependencies

Last updated from:abb1ac72e5. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK171
source / vignettesOK235
linux-release-x86_64OK156
macos-release-arm64OK155
macos-oldrel-arm64OK175
windows-develOK92
windows-releaseOK88
windows-oldrelOK83
wasm-releaseOK130

Exports:%>%closest_market_pricedifftime_financialdisposition_computedisposition_compute_tsdisposition_differencedisposition_effectdisposition_summarydisposition_summary_tsevaluate_portfoliogains_lossespaper_computepaper_countpaper_durationpaper_totalpaper_valueportfolio_computerealized_computerealized_countrealized_durationrealized_emptyrealized_totalrealized_value

Dependencies:clicpp11crayondplyrgenericsgluehmslifecyclelubridatemagrittrpillarpkgconfigprettyunitsprogresspurrrR6rlangtibbletidyselecttimechangeutf8vctrswithr

The Analysis of Disposition Effect
The Disposition Effect | Package loading | Data | Portfolio Transactions | Market Prices | Disposition Effect: Single Investor Analysis | Gains & Losses Calculation | Disposition Effect Computation | Disposition Effect: Testing Different Arguments | Method | Allow Short | Time Threshold | Exact Market Prices | Interactivity | Other Arguments | Disposition Effect: Multiple Investors Analysis | Visual Analysis
Rendered fromde-analysis.Rmdusingknitr::rmarkdown

Last update: 2022-05-27
Started: 2021-03-18

Disposition Effect in Parallel
Package loading | Data | The Problem | The Solution: Parallel Computing | 1) Parallel porfolio_compute | 2) Separate files | Conclusions
Rendered fromde-parallel.Rmdusingknitr::rmarkdown

Last update: 2021-07-29
Started: 2021-03-18

Getting Started
The Disposition Effect | Installation & Loading | Data | Gains and Losses | Disposition Effect | Plotting
Rendered fromgetting-started.Rmdusingknitr::rmarkdown

Last update: 2021-07-29
Started: 2020-12-07

Time Series Disposition Effect
The importance of time | Package loading | Data | Time series computations | Investor's time series disposition effect | Assets' time series disposition effect | Compare investors' behaviors
Rendered fromde-timeseries.Rmdusingknitr::rmarkdown

Last update: 2021-07-29
Started: 2021-03-18

Readme and manuals

Help Manual

Help pageTopics
dispositionEffect: behavioral Analysis on Financial DatadispositionEffect-package
Closest market priceclosest_market_price
Real sample data for Disposition Effect analysisDEanalysis
Disposition Effectdisposition_compute disposition_compute_ts disposition_difference disposition_effect disposition_summary disposition_summary_ts
Portfolio evaluationevaluate evaluate_portfolio
Gains & Lossesgains_losses
Sample investor financial transactionsinvestor
Market prices of assets traded by the sample investormarketprices
Papers' estimationpaper_compute paper_count paper_duration paper_total paper_value
Portfolio Computeportfolio_compute
Realized and paper resultsportfolio_results
Realized and paper resultsportfolio_results_ts
Realized estimationrealized_compute realized_count realized_duration realized_empty realized_total realized_value