PMwR-package: Tools for the Management of Financial Portfolios

In PMwR: Portfolio Management with R

Tools for the Management of Financial Portfolios

Description

Tools for the practical management of financial portfolios: backtesting investment and trading strategies, computing profit-and-loss and returns, analysing trades, reporting, and more.

Details

PMwR provides a small set of reliable, efficient and convenient tools for processing and analysing trade/portfolio data. The Manual provides all the details; it is available from https://enricoschumann.net/PMwR/. Examples and descriptions of new features are provided at https://enricoschumann.net/notes/PMwR/.

Author(s)

Enrico Schumann <[e-mail]>

References

The PMwR Manual, which explains all functionality:
Schumann, E. (2023) Portfolio Management with R. https://enricoschumann.net/PMwR/

The closely-related NMOF package is described in:
Gilli, M., Maringer, D. and Schumann, E. (2019) Numerical Methods and Optimization in Finance. 2nd edition. Elsevier. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1016/C2017-0-01621-X")}

Schumann, E. (2023) Financial Optimisation with R (NMOF Manual). https://enricoschumann.net/NMOF.htm#NMOFmanual

PMwR documentation built on Oct. 20, 2024, 1:08 a.m.