backtest: Exploring Portfolio-Based Conjectures About Financial Instruments

Share:

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

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>
Date of publication
2015-09-17 22:50:01
Maintainer
Daniel Gerlanc <dgerlanc@enplusadvisors.com>
License
GPL (>= 2)
Version
0.3-4

View on CRAN

Man pages

backtest
Creating an Object of Class Backtest
backtest-class
Class "backtest"
backtest-package
Exploring portfolio-based conjectures about financial...
starmine
StarMine Rankings, 1995

Files in this package

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