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:
dispositionEffect_1.0.1.tar.gz
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dispositionEffect.pdf |dispositionEffect.html✨
dispositionEffect/json (API)
NEWS
| # 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 site:https://marcozanotti.github.io
- DEanalysis - Real sample data for Disposition Effect analysis
- investor - Sample investor financial transactions
- marketprices - Market prices of assets traded by the sample investor
- portfolio_results - Realized and paper results
- portfolio_results_ts - Realized and paper results
behavioral-economicsbehavioral-scienceseconometricseconomicsfinancefinancial-analysisfinancial-datafinancial-marketstime-series
Last updated 3 years agofrom:abb1ac72e5. Checks:9 OK. Indexed: yes.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Mar 19 2025 |
| R-4.5-win | OK | Mar 19 2025 |
| R-4.5-mac | OK | Mar 19 2025 |
| R-4.5-linux | OK | Mar 19 2025 |
| R-4.4-win | OK | Mar 19 2025 |
| R-4.4-mac | OK | Mar 19 2025 |
| R-4.4-linux | OK | Mar 19 2025 |
| R-4.3-win | OK | Mar 19 2025 |
| R-4.3-mac | OK | Mar 19 2025 |
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:clicpp11crayondplyrfansigenericsgluehmslifecyclelubridatemagrittrpillarpkgconfigprettyunitsprogresspurrrR6rlangtibbletidyselecttimechangeutf8vctrswithr
Disposition Effect in Parallel
Rendered fromde-parallel.Rmdusingknitr::rmarkdownon Mar 19 2025.Last update: 2021-07-29
Started: 2021-03-18
Getting Started
Rendered fromgetting-started.Rmdusingknitr::rmarkdownon Mar 19 2025.Last update: 2021-07-29
Started: 2020-12-07
The Analysis of Disposition Effect
Rendered fromde-analysis.Rmdusingknitr::rmarkdownon Mar 19 2025.Last update: 2022-05-27
Started: 2021-03-18
Time Series Disposition Effect
Rendered fromde-timeseries.Rmdusingknitr::rmarkdownon Mar 19 2025.Last update: 2021-07-29
Started: 2021-03-18
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| dispositionEffect: behavioral Analysis on Financial Data | dispositionEffect-package |
| Closest market price | closest_market_price |
| Real sample data for Disposition Effect analysis | DEanalysis |
| Disposition Effect | disposition_compute disposition_compute_ts disposition_difference disposition_effect disposition_summary disposition_summary_ts |
| Portfolio evaluation | evaluate evaluate_portfolio |
| Gains & Losses | gains_losses |
| Sample investor financial transactions | investor |
| Market prices of assets traded by the sample investor | marketprices |
| Papers' estimation | paper_compute paper_count paper_duration paper_total paper_value |
| Portfolio Compute | portfolio_compute |
| Realized and paper results | portfolio_results |
| Realized and paper results | portfolio_results_ts |
| Realized estimation | realized_compute realized_count realized_duration realized_empty realized_total realized_value |
