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README.md
In backtestGraphics: Interactive Graphics for Portfolio Data
Authors
David Kane, dave.kane at gmail.com
Ziqi Lu, ziqi.lu at williams.edu
Fan Zhang, fan.zhang at williams.edu
Miller Zijie Zhu, zijie.zhu at williams.edu
About
backtestGraphics package creates an interactive graphical interface to visualize backtest results
for different financial instruments, including but not limited to equities, futures, and credit default swaps. The package does
not run backtests, but instead displays the backtest results graphically. Available summary statistics include average gross market value, cumulative profit and loss, sharpe ratio, top three drawdowns, etc. Available plots include cumulative and point-in -time profit and loss, and gross and net market value, etc. backtestGraphics also support backtest results with different strategies, substrategies, and overlapping portfolios, if the necessary columns are provided.
If you want to play with backtestGraphics, please visit here!
Maintainer
Miller Zijie Zhu, zijie.zhu at williams.edu
Try the backtestGraphics package in your browser
Any scripts or data that you put into this service are public.
backtestGraphics documentation built on May 29, 2017, 3:11 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Authors
David Kane, dave.kane at gmail.com
Ziqi Lu, ziqi.lu at williams.edu
Fan Zhang, fan.zhang at williams.edu
Miller Zijie Zhu, zijie.zhu at williams.edu
About
backtestGraphics package creates an interactive graphical interface to visualize backtest results
for different financial instruments, including but not limited to equities, futures, and credit default swaps. The package does
not run backtests, but instead displays the backtest results graphically. Available summary statistics include average gross market value, cumulative profit and loss, sharpe ratio, top three drawdowns, etc. Available plots include cumulative and point-in -time profit and loss, and gross and net market value, etc. backtestGraphics also support backtest results with different strategies, substrategies, and overlapping portfolios, if the necessary columns are provided.
If you want to play with backtestGraphics, please visit here!
Maintainer
Miller Zijie Zhu, zijie.zhu at williams.edu
Try the backtestGraphics package in your browser
Any scripts or data that you put into this service are public.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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