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.

Install the latest version of this package by entering the following in R:
install.packages("backtestGraphics")
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

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

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