Results obtained by means of portfolio_compute on the data sets investor and marketprices.

portfolio_results

Format

A data frame with 5 rows and 21 variables:

investor

id of the investor

asset

id of the traded asset

quantity

quantity of the traded asset at the end of the portfolio updating process

price

last market price of the traded asset

datetime

timestamp of the last operation

RG_count

realized gains via count method

RL_count

realized losses via count method

PG_count

paper gains via count method

PL_count

paper losses via count method

RG_total

realized gains via total method

RL_total

realized losses via total method

PG_total

paper gains via total method

PL_total

paper losses via total method

RG_value

realized gains via value method

RL_value

realized losses via value method

PG_value

paper gains via value method

PL_value

paper losses via value method

RG_duration

realized gains via duration method

RL_duration

realized losses via duration method

PG_duration

paper gains via duration method

PL_duration

paper losses via duration method