Functions and examples for 'Portfolio Management with R': backtesting investment and trading strategies, computing profit/loss and returns, analysing trades, handling lists of transactions, reporting, and more.
Version: | 0.14-0 |
Depends: | R (≥ 2.10) |
Imports: | NMOF, datetimeutils, fastmatch, orgutils, parallel, textutils, utils, zoo |
Suggests: | crayon, rbenchmark, tinytest |
Published: | 2020-03-11 |
Author: | Enrico Schumann [aut, cre] |
Maintainer: | Enrico Schumann <es at enricoschumann.net> |
License: | GPL-3 |
URL: | http://enricoschumann.net/PMwR/, https://github.com/enricoschumann/PMwR, https://gitlab.com/enricoschumann/PMwR |
NeedsCompilation: | no |
Citation: | PMwR citation info |
Materials: | NEWS ChangeLog |
CRAN checks: | PMwR results |
Reference manual: | PMwR.pdf |
Vignettes: |
Overview of the PMwR package Computing Returns Drawdowns and Streaks FinTeX Profit/Loss for Open Positions Treasury Quotes with 1/32 Fractions |
Package source: | PMwR_0.14-0.tar.gz |
Windows binaries: | r-devel: PMwR_0.14-0.zip, r-release: PMwR_0.14-0.zip, r-oldrel: PMwR_0.14-0.zip |
macOS binaries: | r-release: PMwR_0.14-0.tgz, r-oldrel: PMwR_0.14-0.tgz |
Old sources: | PMwR archive |
Reverse suggests: | NMOF |
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