backtest: Exploring Portfolio-Based Conjectures About Financial Instruments

The backtest package provides facilities for exploring portfolio-based conjectures about financial instruments (stocks, bonds, swaps, options, et cetera).

Install the latest version of this package by entering the following in R:
install.packages("backtest")
AuthorJeff 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>
Date of publication2015-09-17 22:50:01
MaintainerDaniel Gerlanc <dgerlanc@enplusadvisors.com>
LicenseGPL (>= 2)
Version0.3-4

View on CRAN

Functions

backtest Man page
backtest-class Man page
backtest-package Man page
ci Man page
ci,backtest-method Man page
counts Man page
counts,backtest-method Man page
marginals Man page
marginals,backtest-method Man page
means Man page
means,backtest-method Man page
naCounts Man page
naCounts,backtest-method Man page
plot Man page
plot,backtest,missing-method Man page
show,backtest-method Man page
starmine Man page
summary,backtest-method Man page
summaryStats Man page
summaryStats,backtest-method Man page
totalCounts Man page
totalCounts,backtest-method Man page
turnover Man page
turnover,backtest-method Man page

Files

TODO
inst
inst/doc
inst/doc/backtest.pdf
inst/doc/backtest.Rnw
inst/doc/backtest.R
tests
tests/calc.turnover.test.RData
tests/backtest.function.test.R tests/calc.turnover.test.R
tests/backtest.function.test.RData
tests/calc.true.weight.test.RData
tests/overlaps.compute.test.RData
tests/bt.mean.test.RData
tests/backtest.summary.test.R
tests/backtest.summary.test.RData
tests/calc.true.weight.test.R tests/bt.spread.test.R
tests/bt.spread.test.RData
tests/categorize.test.R tests/bucketize.test.R
tests/bucketize.test2.RData
tests/bt.mean.test.R
tests/bucketize.test.RData
tests/categorize.test.RData
tests/bucketize.test2.R
tests/backtest.totalCounts.test.RData
tests/overlaps.compute.test.R tests/backtest.totalCounts.test.R
NAMESPACE
data
data/starmine.RData
data/datalist
R
R/calc.turnover.R R/AllGenerics.R R/categorize.R R/bt.spread.R R/bt.sharpe.R R/overlaps.compute.R R/bucketize.R R/bt.mean.R R/backtest.function.R R/backtest.R R/backtest.compute.R
vignettes
vignettes/Rnews.sty
vignettes/backtest.bib
vignettes/backtest.Rnw
README.md
MD5
build
build/vignette.rds
DESCRIPTION
THANKS
ChangeLog
man
man/backtest.Rd man/backtest-class.Rd man/backtest-package.Rd man/starmine.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

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