backtest: Exploring Portfolio-Based Conjectures About Financial Instruments
Version 0.3-4

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

Package details

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
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("backtest")

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backtest documentation built on May 30, 2017, 2 a.m.