portfolioSim: Framework for simulating equity portfolio strategies

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

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

Files

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

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

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

All documentation is copyright its authors; we didn't write any of that.