PMwR: Portfolio Management with R

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: 0.11-0
Depends: R (≥ 2.10)
Imports: NMOF, datetimeutils, fastmatch, orgutils, parallel, textutils, utils, zoo
Suggests: RUnit, crayon, rbenchmark
Published: 2019-04-01
Author: Enrico Schumann ORCID iD [aut, cre]
Maintainer: Enrico Schumann <es at enricoschumann.net>
License: GPL-3
URL: http://enricoschumann.net/PMwR/
NeedsCompilation: no
Citation: PMwR citation info
Materials: NEWS ChangeLog
CRAN checks: PMwR results

Downloads:

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_0.11-0.tar.gz
Windows binaries: r-devel: PMwR_0.11-0.zip, r-release: PMwR_0.11-0.zip, r-oldrel: PMwR_0.11-0.zip
OS X binaries: r-release: PMwR_0.11-0.tgz, r-oldrel: PMwR_0.11-0.tgz
Old sources: PMwR archive

Linking:

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