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openpgpkey-control | OpenPGP keys published on your website | Portfolio library

 by   PennockTech Shell Version: Current License: MIT

 by   PennockTech Shell Version: Current License: MIT

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kandi X-RAY | openpgpkey-control Summary

openpgpkey-control is a Shell library typically used in Web Site, Portfolio applications. openpgpkey-control has no bugs, it has no vulnerabilities, it has a Permissive License and it has low support. You can download it from GitHub.
OpenPGP Federated Keyserving support. Take control of making your public keys available to others!.
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Quality
Quality
Security
Security
License
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kandi-support Support

  • openpgpkey-control has a low active ecosystem.
  • It has 19 star(s) with 2 fork(s). There are 2 watchers for this library.
  • It had no major release in the last 12 months.
  • openpgpkey-control has no issues reported. There are no pull requests.
  • It has a neutral sentiment in the developer community.
  • The latest version of openpgpkey-control is current.
openpgpkey-control Support
Best in #Portfolio
Average in #Portfolio
openpgpkey-control Support
Best in #Portfolio
Average in #Portfolio

quality kandi Quality

  • openpgpkey-control has 0 bugs and 0 code smells.
openpgpkey-control Quality
Best in #Portfolio
Average in #Portfolio
openpgpkey-control Quality
Best in #Portfolio
Average in #Portfolio

securitySecurity

  • openpgpkey-control has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.
  • openpgpkey-control code analysis shows 0 unresolved vulnerabilities.
  • There are 0 security hotspots that need review.
openpgpkey-control Security
Best in #Portfolio
Average in #Portfolio
openpgpkey-control Security
Best in #Portfolio
Average in #Portfolio

license License

  • openpgpkey-control is licensed under the MIT License. This license is Permissive.
  • Permissive licenses have the least restrictions, and you can use them in most projects.
openpgpkey-control License
Best in #Portfolio
Average in #Portfolio
openpgpkey-control License
Best in #Portfolio
Average in #Portfolio

buildReuse

  • openpgpkey-control releases are not available. You will need to build from source code and install.
  • Installation instructions are not available. Examples and code snippets are available.
openpgpkey-control Reuse
Best in #Portfolio
Average in #Portfolio
openpgpkey-control Reuse
Best in #Portfolio
Average in #Portfolio
Top functions reviewed by kandi - BETA

kandi has reviewed openpgpkey-control and discovered the below as its top functions. This is intended to give you an instant insight into openpgpkey-control implemented functionality, and help decide if they suit your requirements.

  • Encode a binary string .
  • Decode a binary string .
  • Main entry point .
  • Convert a bytes object to bytes .
  • Convert an alphabet to a sequence of bytes .
  • Reverse a table .

openpgpkey-control Key Features

A standalone tool you can integrate into your existing website build steps, eg as a Gulp task.

This repo is a template you can fork and use to manage the keys, either for a separate website or for an overlay. Examples are included of how to go one step further and build a Docker image to be the webserver.

Community Discussions

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Trending Discussions on Portfolio

QUESTION

R Creating Portfolio Returns of Historic Trades

Asked 2022-Apr-09 at 21:54

I created this thread because there are currently no threads for the portfolio calendar approach in an event study. Although this approach is used in finance, this question relates to the code used in the first step of using this approach; calculating the average return of all trades over the period.

I want to create portfolio returns (equally weighted) of a set of pre-specified trades (n =~100000), in a sample period (in this example: 01-01-2000 to 01-01-2010), while already having the actual return of these trades per day. Being that this is an event study, only the first x days are taken into account per trade (21 days in this example, with t=0 being the starting day of the period and t=20 being the final day of the trade).

The data is structured in such a way: Sample Data

For every transaction, the ID is unique, and for every transaction the actual return per day following the event is known. For example, Ret.t0 is the return made on the day the event took place (which is found in the “Date” column, e.g. 2000-01-01), Ret.t1 is the return made on 1 day after the day the event took place (e.g., 2000-01-02).

Creating a sample, reproducible in r code:

size = 1e5

df <- data.frame(
  ID = seq.int(size),
  FirmID = sample(1:1000),
  Date = sample(seq(
    as.Date('2000/01/01'), as.Date('2010/01/01'), by = "day"
  ), size, replace = TRUE),
  Ret.t0 = sample(-2000:2000, size, replace = TRUE)/100000,
  Ret.t1 = sample(-2000:2000, size, replace = TRUE)/100000,
  Ret.t2 = sample(-2000:2000, size, replace = TRUE)/100000,
  Ret.t3 = sample(-2000:2000, size, replace = TRUE)/100000,
  Ret.t4 = sample(-2000:2000, size, replace = TRUE)/100000,
  Ret.t5 = sample(-2000:2000, size, replace = TRUE)/100000,
  Ret.t6 = sample(-2000:2000, size, replace = TRUE)/100000,
  Ret.t7 = sample(-2000:2000, size, replace = TRUE)/100000,
  Ret.t8 = sample(-2000:2000, size, replace = TRUE)/100000,
  Ret.t9 = sample(-2000:2000, size, replace = TRUE)/100000,
  Ret.t10 = sample(-2000:2000, size, replace = TRUE)/100000,
  Ret.t11 = sample(-2000:2000, size, replace = TRUE)/100000,
  Ret.t12 = sample(-2000:2000, size, replace = TRUE)/100000,
  Ret.t13 = sample(-2000:2000, size, replace = TRUE)/100000,
  Ret.t14 = sample(-2000:2000, size, replace = TRUE)/100000,
  Ret.t15 = sample(-2000:2000, size, replace = TRUE)/100000,
  Ret.t16 = sample(-2000:2000, size, replace = TRUE)/100000,
  Ret.t17 = sample(-2000:2000, size, replace = TRUE)/100000,
  Ret.t18 = sample(-2000:2000, size, replace = TRUE)/100000,
  Ret.t19 = sample(-2000:2000, size, replace = TRUE)/100000,
  Ret.t20 = sample(-2000:2000, size, replace = TRUE)/100000)

The main problem is that, for example, a trade made on 01-01-2000 has a return on day t=6 that needs to be matched with a trade made on 07-01-2000, which the return corresponds to day t=0. Every trade that has a return, needs to be taken into account in the average return, which is the portfolio return. However, the number of trades at any given time is also not fixed.

The portfolio return output needs to look like this:

Date       Return
2000-01-01 0.01205
2000-01-02 0.0089
2000-01-03 0.0012
….
2010-01-21 0.0302

ANSWER

Answered 2022-Apr-09 at 21:54

like this?

library(dplyr)
library(tidyr)

df %>%
    ## ID not needed:
    select(-ID) %>%
    ## stack return timepoints per FirmID and Date
    pivot_longer(cols = starts_with('Ret'),
                 names_to = 'return_code',
                 values_to = 'return') %>%
    arrange(FirmID, Date) %>%
    rename('start_date' = 'Date') %>%
    ## extract timepoint t = 0, 1, ... from return code Ret.t0 ...
    ## and cast it to integer to add it to start date:
    mutate(t = gsub('.*t', '', return_code) %>% as.integer,
           date = start_date + t) %>%
    ## group by actual date and summarise:
    group_by(date) %>%
    summarise(avg_return = mean(return, na.rm = TRUE))


Source https://stackoverflow.com/questions/71811915

Community Discussions, Code Snippets contain sources that include Stack Exchange Network

Vulnerabilities

No vulnerabilities reported

Install openpgpkey-control

You can download it from GitHub.

Support

For any new features, suggestions and bugs create an issue on GitHub. If you have any questions check and ask questions on community page Stack Overflow .

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