The Three Biggest Drawdowns in the portfolio
equity: Equity Data from 2005 to 20014.
In backtestGraphics: Interactive Graphics for Portfolio Data
Description
This data frame contains the information of 50 equities from 2005-05-02 to
2014-04-30. These 50 stocks are randomly chosen from a backtest results of
the whole stock markets.
Format
A data frame with 5 variables
name = The name of this equity.
date = trading date.
sector = The sector this equity belongs to. There are nine sectors
in total.
nmv = The net market value of the equity held on that day.
pnl = The adjusted P&L of the equity on that day. P&L is adjusted
according to the bid offer costs.
backtestGraphics documentation built on May 29, 2017, 3:11 p.m.
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Description
This data frame contains the information of 50 equities from 2005-05-02 to 2014-04-30. These 50 stocks are randomly chosen from a backtest results of the whole stock markets.
Format
A data frame with 5 variables
name = The name of this equity.
date = trading date.
sector = The sector this equity belongs to. There are nine sectors in total.
nmv = The net market value of the equity held on that day.
pnl = The adjusted P&L of the equity on that day. P&L is adjusted according to the bid offer costs.
Search within the backtestGraphics package
Search all R packages, documentation and source code
R Documentation Repository
Browse R Packages
We want your feedback!
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