portfolioSim: Framework for simulating equity portfolio strategies

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Classes that serve as a framework for designing equity portfolio simulations.

Author
Jeff Enos <jeff@kanecap.com> and David Kane <dave@kanecap.com>, with contributions from Kyle Campbell <Kyle.W.Campbell@williams.edu>
Date of publication
2013-07-09 08:14:47
Maintainer
Daniel Gerlanc <dgerlanc@enplusadvisors.com>
License
GPL (>= 2)
Version
0.2-7

View on CRAN

Man pages

instantData-class
Class "instantData"
loadIn
Load data from various formats.
orderable-class
Class "orderable"
periodData-class
Class "periodData"
portfolioSim-class
Class "portfolioSim"
portfolioSim-package
Framework for simulating equity portfolio strategies
saveOut
Save data in various formats.
sdiDf-class
Class "sdiDf"
simData-class
Class "simData"
simDataInterface-class
Class "simDataInterface"
simResult-class
Class "simResult"
simResultSinglePeriod-class
Class "simResultSinglePeriod"
simSummaryInterface-class
Class "simSummaryInterface"
simTrades-class
Class "simTrades"
simTradesInterface-class
Class "simTradesInterface"
starmine.sim
StarMine Rankings, 1995, and supplementary data.
stiFromSignal-class
Class "stiFromSignal"
stiPresetTrades-class
Class "stiPresetTrades"

Files in this package

portfolioSim
portfolioSim/MD5
portfolioSim/vignettes
portfolioSim/vignettes/portfolioSim.Rnw
portfolioSim/tests
portfolioSim/tests/stiFromSignal.getSimTrades.test.RData
portfolioSim/tests/stiFromSignal.getSimTrades.test.R
portfolioSim/tests/simTrades.class.test.RData
portfolioSim/tests/simTrades.class.test.R
portfolioSim/tests/simData.class.test.RData
portfolioSim/tests/simData.class.test.R
portfolioSim/tests/sdiDf.getSimData.test.RData
portfolioSim/tests/sdiDf.getSimData.test.R
portfolioSim/tests/portfolioSim.runSim.test.RData
portfolioSim/tests/portfolioSim.runSim.test.R
portfolioSim/tests/portfolioSim.class.test.RData
portfolioSim/tests/portfolioSim.class.test.R
portfolioSim/man
portfolioSim/man/stiPresetTrades-class.Rd
portfolioSim/man/stiFromSignal-class.Rd
portfolioSim/man/starmine.sim.Rd
portfolioSim/man/simTradesInterface-class.Rd
portfolioSim/man/simTrades-class.Rd
portfolioSim/man/simSummaryInterface-class.Rd
portfolioSim/man/simResultSinglePeriod-class.Rd
portfolioSim/man/simResult-class.Rd
portfolioSim/man/simDataInterface-class.Rd
portfolioSim/man/simData-class.Rd
portfolioSim/man/sdiDf-class.Rd
portfolioSim/man/saveOut.Rd
portfolioSim/man/portfolioSim-package.Rd
portfolioSim/man/portfolioSim-class.Rd
portfolioSim/man/periodData-class.Rd
portfolioSim/man/orderable-class.Rd
portfolioSim/man/loadIn.Rd
portfolioSim/man/instantData-class.Rd
portfolioSim/inst
portfolioSim/inst/doc
portfolioSim/inst/doc/portfolioSim.pdf
portfolioSim/inst/doc/portfolioSim.Rnw
portfolioSim/inst/doc/portfolioSim.R
portfolioSim/data
portfolioSim/data/starmine.sim.RData
portfolioSim/data/datalist
portfolioSim/README.md
portfolioSim/R
portfolioSim/R/stiPresetTrades.R
portfolioSim/R/stiFromSignal.R
portfolioSim/R/simResultSinglePeriod.R
portfolioSim/R/simResult.R
portfolioSim/R/sdiDf.R
portfolioSim/R/portfolioSim.R
portfolioSim/R/periodData.R
portfolioSim/R/instantData.R
portfolioSim/R/AllGenerics.R
portfolioSim/R/AllClasses.R
portfolioSim/NAMESPACE
portfolioSim/DESCRIPTION
portfolioSim/ChangeLog