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.

Package details

Authoras.person(c( "David Kane <> [aut]", "Ziqi Lu <> [aut]", "Fan Zhang <> [aut]", "Miller Zijie Zhu <> [aut]" ))
MaintainerMiller Zijie Zhu <>
Package repositoryView on CRAN
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backtestGraphics documentation built on May 29, 2017, 3:11 p.m.