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.

Version: 0.1.0
Depends: xts, zoo, R (≥ 2.10)
Imports: stats
Suggests: PortfolioAnalytics, PerformanceAnalytics, knitr
Published: 2018-09-30
Author: Alex Dickerson [aut,cre], Jonathan Spohnholtz [aut,cre]
Maintainer: Alex Dickerson <a.dickerson at warwick.ac.uk>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: portsort results

Documentation:

Reference manual: portsort.pdf
Vignettes: portsort

Downloads:

Package source: portsort_0.1.0.tar.gz
Windows binaries: r-devel: portsort_0.1.0.zip, r-release: portsort_0.1.0.zip, r-oldrel: portsort_0.1.0.zip
macOS binaries: r-release (arm64): portsort_0.1.0.tgz, r-release (x86_64): portsort_0.1.0.tgz, r-oldrel: portsort_0.1.0.tgz

Linking:

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