Package: portsort 0.1.0

Alex Dickerson

portsort: Factor-Based Portfolio Sorts

Designed to aid both academic researchers and asset managers in conducting factor based portfolio sorts. Provides functionality to sort assets into portfolios for up to three factors via a conditional or unconditional sorting procedure.

Authors:Alex Dickerson [aut,cre], Jonathan Spohnholtz [aut,cre]

portsort_0.1.0.tar.gz
portsort_0.1.0.zip(r-4.5)portsort_0.1.0.zip(r-4.4)portsort_0.1.0.zip(r-4.3)
portsort_0.1.0.tgz(r-4.5-any)portsort_0.1.0.tgz(r-4.4-any)portsort_0.1.0.tgz(r-4.3-any)
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portsort.pdf |portsort.html✨
portsort/json (API)

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

Bug tracker:https://github.com/cranhaven/cranhaven.r-universe.dev/issues

Datasets:
  • Factors - Cryptocurrency Returns and Volume Data

On CRAN:

Conda:

archivedpackagesr-universe

2.70 score 5 stars 253 downloads 5 exports 3 dependencies

Last updated 7 days agofrom:9374eec341 (on package/portsort). Checks:9 OK. Indexed: no.

TargetResultLatest binary
Doc / VignettesOKMar 25 2025
R-4.5-winOKMar 25 2025
R-4.5-macOKMar 25 2025
R-4.5-linuxOKMar 25 2025
R-4.4-winOKMar 25 2025
R-4.4-macOKMar 25 2025
R-4.4-linuxOKMar 25 2025
R-4.3-winOKMar 25 2025
R-4.3-macOKMar 25 2025

Exports:conditional.sortportfolio.frequencyportfolio.mean.sizeportfolio.turnoverunconditional.sort

Dependencies:latticextszoo

Using the portsort R Package

Alexander Dickerson and Jonathan Spohnholtz

Rendered fromportsort.Rmdusingknitr::knitron Mar 25 2025.

Last update: 2025-03-25
Started: 2025-03-25