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).

Package details

AuthorJeff Enos <[email protected]> and David Kane <[email protected]>, with contributions from Kyle Campbell <[email protected]>, Daniel Gerlanc <[email protected]>, Aaron Schwartz <[email protected]>, Daniel Suo <[email protected]>, Alexei Colin <[email protected]>, and Luyi Zhao <[email protected]>
MaintainerDaniel Gerlanc <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the backtest package in your browser

Any scripts or data that you put into this service are public.

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