Man pages for dppalomar/portfolioBacktest
Automated Backtesting of Portfolios over Multiple Datasets
| add_performance | Add a new performance measure to backtests |
| backtestBoxPlot | Create boxplot from backtest results |
| backtestChartCumReturn | Chart of the cumulative returns or wealth for a single... |
| backtestChartDrawdown | Chart of the drawdown for a single backtest |
| backtestChartSharpeRatio | Chart of the rolling Sharpe ratio over time for a single... |
| backtestChartStackedBar | Chart of the weight allocation over time for a portfolio over... |
| backtestLeaderboard | Leaderboard of portfolios from the backtest results |
| backtestSelector | Selector of portfolio backtest results |
| backtestSummary | Summary of portfolio backtest |
| backtestTable | Table with portfolio backtest results |
| dataset10 | Ten datasets obtained by resampling the S&P 500 |
| financialDataResample | Generate random resamples from financial data |
| genRandomFuns | Generate multiple versions of a function with randomly chosen... |
| listPortfoliosWithFailures | List portfolios with failures |
| plotPerformanceVsParams | Plot performance of portfolio function vs choice of... |
| portfolioBacktest | Backtest multiple portfolios over multiple datasets of stock... |
| portfolioBacktest-package | portfolioBacktest: Automated Backtesting of Portfolios over... |
| SP500_symbols | Stock symbols of the S&P 500 constituents |
| stockDataDownload | Download stock data from the Internet |
| stockDataResample | Generate random resamples from financial data |
| summaryBarPlot | Create barplot from backtest summary |
| summaryTable | Create table from backtest summary |
