Package: backtest
Type: Package
Title: Exploring Portfolio-Based Conjectures About Financial
        Instruments
Version: 0.3-4
Date: 2015-09-17
Author: Jeff Enos <jeff@kanecap.com> and David Kane <dave@kanecap.com>,
        with contributions from Kyle Campbell
        <kyle.w.campbell@williams.edu>, Daniel Gerlanc
        <daniel@gerlanc.com>, Aaron Schwartz
        <Aaron.J.Schwartz@williams.edu>, Daniel Suo
        <danielsuo@gmail.com>, Alexei Colin <acolin@fas.harvard.edu>,
        and Luyi Zhao <luyizhao@gmail.com>
Description: The backtest package provides facilities for exploring
        portfolio-based conjectures about financial instruments
        (stocks, bonds, swaps, options, et cetera).
Maintainer: Daniel Gerlanc <dgerlanc@enplusadvisors.com>
Depends: R (>= 2.10), methods, grid, lattice
License: GPL (>= 2)
LazyLoad: yes
NeedsCompilation: no
Packaged: 2015-09-17 13:50:53 UTC; daniel
Repository: CRAN
Date/Publication: 2015-09-17 22:50:01
Built: R 3.5.3; ; 2020-04-22 04:54:27 UTC; windows
