Jeff,

Thanks.  ?portfolioHistory-class gives me help for arithmetic operators (the
-) while ?"portfolioHistory-class" works.  Not sure why I didn't try that
earlier.  I have a few questions to get started:

1) I see that summary(p) shows you the first few names in a portfolio.  Is
there a way to see all the holdings (say all 50)?

2) Is there a way to creat a long only portfolio.  If I have a dataframe of
20 stocks and tell it to make a portfolio of size 20, it tells me there are
not enough stocks becaue it wants to go long 20 and short 20.  I only want
long portfolios.

3) Also, how best to cap weight the portfolio?

4) Can you give me an example of how to view/modify the code?



On 3/9/06, Jeff Enos <jeff@kanecap.com> wrote:
>
> Roger,
>
> roger bos writes:
> > Jeff/Dave,
> >
> > The seven page summary doc looks nice and I would be interested in
> helping
> > out.  I use R for my alpha models and would like to start using the
> porfolio
> > class to test portfolio construction strategies.  You have a nice
> start.  I
> > would be happy to help by maybe adding a measure of turnover, maybe we
> could
> > have some sort of transaction cost measure that could be taken into
> account
> > when calculating returns.
>
> Thanks for your interest.  I recommend taking a look at the
> documentation, examples (especially in the help for
> 'portfolioBasic-class' and 'portfolioHistory-class'), and the code
> itself; the two package vignettes you'll find include the intro doc
> you've already mentioned.  Then we could discuss ways in which
> measures of turnover and transaction costs could be incorporated into
> the package.
>
> > But first I need to learn a lot more about the
> > library.  I can't even find the help page.  ?portfolio turns up nothing.
>
> There is no help alias for 'portfolio', but calling
>
> help(package = "portfolio")
>
> should list the 15 help files available.
>
> > help.search("portfolioHistory") turns up the following, but I can't find
> > help using any of those names either:
> >
> > Help files with alias or concept or title matching 'portfolioHistory'
> > using fuzzy matching:
> >
> >  global.2004.history(portfolio)
> >                         portfolioHistory object formed from the
> >                         global.2004 dataset
> > portfolioHistory-class(portfolio)
> >                         Class "portfolioHistory"
> >
> >  Type 'help(FOO, package = PKG)' to inspect entry 'FOO(PKG) TITLE'.
> >
> > ?portfolioHistory-class
> >
> > ?"portfolio"
> >
> > help(portfolioHistory, package=portfolio)
> > None of the above attemps work for me.  Any hints you can give me.
>
> Have you loaded the package?  Calls to 'help' with only a package
> argument and calls to 'help.search' as above will return information
> even if you haven't.  I have not included S4 class name aliases in the
> package, so
>
> ?portfolioHistory
>
> will not succeed while
>
> ?portfolioHistory-class
> class?portfolioHistory
>
> should.
>
> Hope that helps,
>
> Jeff
>
>

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