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The backtest package provides facilities for exploring portfolio-based conjectures about financial instruments (stocks, bonds, swaps, options, et cetera).
Package details |
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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> |
Maintainer | Daniel Gerlanc <dgerlanc@enplusadvisors.com> |
License | GPL (>= 2) |
Version | 0.3-4 |
Package repository | View on CRAN |
Installation |
Install the latest version of this package by entering the following in R:
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