Files in dppalomar/portfolioBacktest
Automated Backtesting of Portfolios over Multiple Datasets
.Rbuildignore
.github/workflows/check-r-package.yaml
.gitignore
DESCRIPTION
LICENSE
NAMESPACE
NEWS.md
R/.gitignore
R/SP500_symbols.R
R/backtestLeaderboard.R
R/backtestSummary.R
R/benchmarkPortfolios.R
R/dataset10.R
R/param_tuning.R
R/performance_portfolios.R
R/plotsNtables.R
R/portfolioBacktest-package.R
R/portfolioBacktest.R
R/stockDataDownload.R
R/tools.R
R/zzz.R
README.Rmd
README.html
README.md
R_buildignore/Mickey-Mouse/Mickey-Mouse-666.R
R_buildignore/Rui_checkingcode_new.R
R_buildignore/Rui_checkingcodes.R
R_buildignore/TODO.rtf
R_buildignore/TODO.txt
R_buildignore/_deleted_parts.R
R_buildignore/check_data_prices.R
R_buildignore/check_dataset100.R
R_buildignore/compressing_data.R
R_buildignore/developer_commands.R
R_buildignore/parallel_checking_code_new.R
R_buildignore/parallel_checking_codes.R
R_buildignore/parallel_sim_check.R
R_buildignore/pbapply examples.R
R_buildignore/stockDataResample_noloop.R
R_buildignore/student-functions/0001.R
R_buildignore/student-functions/0002.R
R_buildignore/student-functions/0003.R
R_buildignore/test-backtest_execution.R
R_buildignore/test.R
R_buildignore/test2.R
R_buildignore/test_global_variables.R
R_buildignore/test_passing_directly_rebalancing_dates.R
R_buildignore/test_quantmod_local_database.R
R_buildignore/test_ranking.R
R_buildignore/test_xts_indexing_issue.R
cran-comments.md
data-raw/SP500_YAHOO.RData
data-raw/SP500_symbols.R
data-raw/SP500_symbols.RData
data-raw/dataset.RData
data-raw/download_dataset.R
data/SP500_symbols.RData
data/dataset10.RData
man/.gitignore
man/SP500_symbols.Rd
man/add_performance.Rd
man/backtestBoxPlot.Rd
man/backtestChartCumReturn.Rd
man/backtestChartDrawdown.Rd
man/backtestChartSharpeRatio.Rd
man/backtestChartStackedBar.Rd
man/backtestLeaderboard.Rd
man/backtestSelector.Rd
man/backtestSummary.Rd
man/backtestTable.Rd
man/dataset10.Rd
man/figures/README-barplot.png
man/figures/README-boxplot.png
man/figures/README-table.png
man/financialDataResample.Rd
man/genRandomFuns.Rd
man/listPortfoliosWithFailures.Rd
man/plotPerformanceVsParams.Rd
man/portfolioBacktest-package.Rd
man/portfolioBacktest.Rd
man/stockDataDownload.Rd
man/stockDataResample.Rd
man/summaryBarPlot.Rd
man/summaryTable.Rd
portfolioBacktest.Rproj
resources/Enhancing Statistical Significance of Backtests by Dr. Ernest Chan at QuantCon 2017 - YouTube.webloc
resources/The APT Part 1 - Don't get trapped in a Pitfall (2017).pdf
resources/The APT Part 2 - Avoid Sharpe drawdowns.pdf
resources/adjusted prices.rtf
resources/test_adjusted.R
resources/wp142019 (to include plots like Fig. 5.6. on page 14).pdf
tests/testthat.R
tests/testthat/SP500symbols_check.RData
tests/testthat/bt_check.RData
tests/testthat/bt_files_check.RData
tests/testthat/bt_selector_check.RData
tests/testthat/bt_summary_check.RData
tests/testthat/bt_table_check.RData
tests/testthat/dataset_features_check.RData
tests/testthat/portfolio_files/0001.R
tests/testthat/portfolio_files/0002.R
tests/testthat/portfolio_files/0003.R
tests/testthat/test-embeddedDataset.R
tests/testthat/test-errorControl.R
tests/testthat/test-plotsNtables.R
tests/testthat/test-portfolioBacktest.R
tests/testthat/test-stockDataDownload.R
vignettes/.gitignore
vignettes/PortfolioBacktest.Rmd
vignettes/PortfolioBacktest.html
vignettes/PortfolioBacktest.html.asis
vignettes/figures/.gitignore
vignettes/figures/bt.RData
vignettes/financial-markets-and-portfolio-management.csl
vignettes/ieee.csl
vignettes/journal-of-machine-learning-for-modeling-and-computing.csl
vignettes/portfolio_files/0001.R
vignettes/portfolio_files/0002.R
vignettes/portfolio_files/0003.R
vignettes/refs.bib
