Classes that serve as a framework for designing equity portfolio simulations.
Package: | portfolioSim |
Version: | 0.2-6 |
Date: | 2010-02-18 |
Depends: | R (>= 2.4.0), methods, lattice, portfolio (>= 0.4-0) |
License: | GPL (>= 2) |
LazyLoad: | yes |
Index:
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 | 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"
|
Further information is available in the following vignettes:
portfolioSim | Performing equity investment simulations with the portfolioSim package (source, pdf) |
Jeff Enos <jeff@kanecap.com> and David Kane <dave@kanecap.com>, with contributions from Kyle Campbell <Kyle.W.Campbell@williams.edu>
Maintainer: Jeff Enos <jeff@kanecap.com>
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