PMwR-package: Tools for the Management of Financial Portfolios
In enricoschumann/PMwR: Portfolio Management with R
PMwR-package R Documentation
Tools for the Management of Financial Portfolios
Description
Functions for the practical management of financial
portfolios: backtesting investment and trading
strategies, computing profit-and-loss and returns,
analysing trades, reporting, and more.
Details
PMwR provides a small set of reliable, efficient
and convenient tools that help in processing and
analysing trade/portfolio data. The Manual provides all
the details; it is available from
http://enricoschumann.net/PMwR/. Examples and
descriptions of new features are provided at
http://enricoschumann.net/notes/PMwR/.
Author(s)
Enrico Schumann <es@enricoschumann.net>
References
Gilli, M., Maringer, D. and Schumann, E. (2019) Numerical Methods
and Optimization in Finance. 2nd edition. Elsevier.
\Sexpr[results=rd]{tools:::Rd_expr_doi("10.1016/C2017-0-01621-X")}
Schumann, E. (2023) Portfolio Management
with R. http://enricoschumann.net/PMwR/
Schumann, E. (2022) Financial Optimisation with R (NMOF Manual).
http://enricoschumann.net/NMOF.htm#NMOFmanual
enricoschumann/PMwR documentation built on April 13, 2024, 12:18 p.m.
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| PMwR-package | R Documentation |
Tools for the Management of Financial Portfolios
Description
Functions for the practical management of financial portfolios: backtesting investment and trading strategies, computing profit-and-loss and returns, analysing trades, reporting, and more.
Details
PMwR provides a small set of reliable, efficient and convenient tools that help in processing and analysing trade/portfolio data. The Manual provides all the details; it is available from http://enricoschumann.net/PMwR/. Examples and descriptions of new features are provided at http://enricoschumann.net/notes/PMwR/.
Author(s)
Enrico Schumann <es@enricoschumann.net>
References
Gilli, M., Maringer, D. and Schumann, E. (2019) Numerical Methods and Optimization in Finance. 2nd edition. Elsevier. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1016/C2017-0-01621-X")}
Schumann, E. (2023) Portfolio Management with R. http://enricoschumann.net/PMwR/
Schumann, E. (2022) Financial Optimisation with R (NMOF Manual). http://enricoschumann.net/NMOF.htm#NMOFmanual
R Package Documentation
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We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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