backtestGraphics: Interactive Graphics for Portfolio Data

Creates an interactive graphics interface to visualize backtest results of different financial instruments, such as equities, futures, and credit default swaps. The package does not run backtests on the given data set but displays a graphical explanation of the backtest results. Users can look at backtest graphics for different instruments, investment strategies, and portfolios. Summary statistics of different portfolio holdings are shown in the left panel, and interactive plots of profit and loss (P\&L), net market value (NMV) and gross market value (GMV) are displayed in the right panel.

Authoras.person(c( "David Kane <dave.kane@gmail.com> [aut]", "Ziqi Lu <ziqi.lu@williams.edu> [aut]", "Fan Zhang <fan.zhang@williams.edu> [aut]", "Miller Zijie Zhu <zijie.miller.zhu@gmail.com> [aut]" ))
Date of publication2015-10-21 10:01:42
MaintainerMiller Zijie Zhu <zijie.miller.zhu@gmail.com>
LicenseGPL-3
Version0.1.6

View on CRAN

Files

backtestGraphics
backtestGraphics/inst
backtestGraphics/inst/doc
backtestGraphics/inst/doc/backtestGraphics.Rnw
backtestGraphics/inst/doc/backtestGraphics.R
backtestGraphics/inst/doc/backtestGraphics.pdf
backtestGraphics/tests
backtestGraphics/tests/testthat
backtestGraphics/tests/testthat/test_best_worst_three.R
backtestGraphics/tests/testthat/test_best_worst_month.R
backtestGraphics/tests/testthat/test_cleanup_column.R
backtestGraphics/tests/testthat/test_trade_freq.RData
backtestGraphics/tests/testthat/test_stat_calculation.R
backtestGraphics/tests/testthat/test_cleanup_column.RData
backtestGraphics/tests/testthat/test_calc_pnl.R
backtestGraphics/tests/testthat/test_calc_pnl.RData
backtestGraphics/tests/testthat/test_best_worst_month.RData
backtestGraphics/tests/testthat/test_stat_calculation.RData
backtestGraphics/tests/testthat/test_trade_freq.R
backtestGraphics/tests/testthat/test_best_worst_three.RData
backtestGraphics/tests/test-all.R
backtestGraphics/NAMESPACE
backtestGraphics/data
backtestGraphics/data/credit.RData
backtestGraphics/data/commodity.RData
backtestGraphics/data/equity.RData
backtestGraphics/data/datalist
backtestGraphics/R
backtestGraphics/R/slice_data.R backtestGraphics/R/commodity.R backtestGraphics/R/cleanup_column.R backtestGraphics/R/credit.R backtestGraphics/R/trade_freq.R backtestGraphics/R/calc_pnl.R backtestGraphics/R/cumpnl_plot.R backtestGraphics/R/stat_calculation.R backtestGraphics/R/next_trading_day.R backtestGraphics/R/sum_data.R backtestGraphics/R/backtestGraphics-package.R backtestGraphics/R/equity.R backtestGraphics/R/best_worst_month.R backtestGraphics/R/drawdown.R backtestGraphics/R/best_worst_three.R backtestGraphics/R/backtestGraphics.R backtestGraphics/R/interactive_plot.R
backtestGraphics/vignettes
backtestGraphics/vignettes/RJournal.sty
backtestGraphics/vignettes/img
backtestGraphics/vignettes/img/plots.png
backtestGraphics/vignettes/img/detail.png
backtestGraphics/vignettes/img/dropdown.png
backtestGraphics/vignettes/img/summary.png
backtestGraphics/vignettes/img/datasummary.png
backtestGraphics/vignettes/img/overallscreen.png
backtestGraphics/vignettes/backtestGraphics.Rnw
backtestGraphics/vignettes/backtestGraphics.bib
backtestGraphics/vignettes/inconsolata.sty
backtestGraphics/vignettes/trimspaces.sty
backtestGraphics/vignettes/environ.sty
backtestGraphics/vignettes/RJwrapper.tex
backtestGraphics/README.md
backtestGraphics/MD5
backtestGraphics/build
backtestGraphics/build/vignette.rds
backtestGraphics/DESCRIPTION
backtestGraphics/man
backtestGraphics/man/equity.Rd backtestGraphics/man/slice_data.Rd backtestGraphics/man/stat_calculation.Rd backtestGraphics/man/backtestGraphics-package.Rd backtestGraphics/man/cumpnl_plot.Rd backtestGraphics/man/interactive_plot.Rd backtestGraphics/man/credit.Rd backtestGraphics/man/best_worst_three.Rd backtestGraphics/man/drawdown.Rd backtestGraphics/man/calc_pnl.Rd backtestGraphics/man/cleanup_column.Rd backtestGraphics/man/commodity.Rd backtestGraphics/man/next_trading_day.Rd backtestGraphics/man/backtestGraphics.Rd backtestGraphics/man/sum_data.Rd backtestGraphics/man/trade_freq.Rd backtestGraphics/man/best_worst_month.Rd

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