Results obtained by means of portfolio_compute on the data sets investor and marketprices with time_series_DE = TRUE.

portfolio_results_ts

Format

A data frame with 19 rows and 6 variables:

investor

id of the investor

datetime

timestamp of the last operation

DEts_count

Partial disposition effect computed at time t

DETs_count

Complete disposition effect computed after updating at time t

DEts_value

Partial disposition difference computed at time t

DETs_value

Complete disposition difference computed after updating at time t