portfolioSim: Framework for simulating equity portfolio strategies

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

Install the latest version of this package by entering the following in R:
install.packages("portfolioSim")
AuthorJeff Enos <jeff@kanecap.com> and David Kane <dave@kanecap.com>, with contributions from Kyle Campbell <Kyle.W.Campbell@williams.edu>
Date of publication2013-07-09 08:14:47
MaintainerDaniel Gerlanc <dgerlanc@enplusadvisors.com>
LicenseGPL (>= 2)
Version0.2-7

View on CRAN

Functions

Date-class Man page
getSimData Man page
getSimData,sdiDf,orderable,logical-method Man page
getSimTrades Man page
getSimTrades,stiFromSignal,orderable,portfolio,simData,logical-m Man page
getSimTrades,stiPresetTrades,orderable,portfolio,simData,logical Man page
initialize,portfolioSim-method Man page
initialize,stiFromSignal-method Man page
instantData-class Man page
loadIn Man page
loadIn,simResult,character,missing-method Man page
loadIn,simResultSinglePeriod,character,missing-method Man page
orderable-class Man page
periodData-class Man page
plot,simResult,missing-method Man page
portfolioSim Man page
portfolioSim-class Man page
portfolioSim-package Man page
runSim Man page
runSim,portfolioSim,logical-method Man page
saveOut Man page
saveOut,instantData,character,missing,character,character,logica Man page
saveOut,periodData,character,missing,character,character,logical Man page
saveOut,simResult,missing,missing,character,missing,logical-meth Man page
saveOut,simResultSinglePeriod,character,missing,character,missin Man page
sdiDf-class Man page
simData-class Man page
simDataInterface-class Man page
simResult-class Man page
simResultSinglePeriod-class Man page
simSummaryInterface-class Man page
simSummaryInterfaceOrNull-class Man page
simTrades-class Man page
simTradesInterface-class Man page
starmine.sim Man page
stiFromSignal-class Man page
stiPresetTrades-class Man page
summary,simResult-method Man page

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

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