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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.

Version: 1.0.1
Depends: R (≥ 3.5.0)
Imports: dplyr, purrr, lubridate, magrittr, progress
Suggests: devtools, knitr, rmarkdown, roxygen2, testthat, covr, tidyr, skimr, ggplot2, ggridges, furrr, future, foreach, doParallel, parallel, bench
Published: 2022-05-30
DOI: 10.32614/CRAN.package.dispositionEffect
Author: Lorenzo Mazzucchelli [aut], Marco Zanotti [aut, cre]
Maintainer: Marco Zanotti <zanottimarco17 at gmail.com>
BugReports: https://github.com/marcozanotti/dispositionEffect/issues
License: MIT + file LICENSE
URL: https://marcozanotti.github.io/dispositionEffect/, https://github.com/marcozanotti/dispositionEffect
NeedsCompilation: no
Materials: README NEWS
CRAN checks: dispositionEffect results

Documentation:

Reference manual: dispositionEffect.pdf
Vignettes: The Analysis of Disposition Effect
Disposition Effect in Parallel
Time Series Disposition Effect
Getting Started

Downloads:

Package source: dispositionEffect_1.0.1.tar.gz
Windows binaries: r-devel: dispositionEffect_1.0.1.zip, r-release: dispositionEffect_1.0.1.zip, r-oldrel: dispositionEffect_1.0.1.zip
macOS binaries: r-release (arm64): dispositionEffect_1.0.1.tgz, r-oldrel (arm64): dispositionEffect_1.0.1.tgz, r-release (x86_64): dispositionEffect_1.0.1.tgz, r-oldrel (x86_64): dispositionEffect_1.0.1.tgz
Old sources: dispositionEffect archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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