WillPalmquist/PortfolioMgmt: Helper Functions for Multiple-Factor Portfolio Backtesting
This package contains functions to assist with portfolio backtests in R. Many functions are modified from the Systematic Investor Toolbox (SIT) for compatability with Standard & Poor's Compustat database. These functions are to be used alongside SIT functions, mainly for multiple-factor backtesting.
Getting started
Browse package contents
Package details |
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| Maintainer | Will Palmquist <Will.Palmquist@du.edu> |
| License | MIT + file LICENSE |
| Version | 0.1.0 |
| URL | |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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