Man pages for jonaselm/fluxcapacitor
A Quantitative Backtesting Engine
| add_indicator | Add an indicator to your strategy |
| add_signal | Add a signal to your strategy |
| backtest | Run a backtest on a strategy object |
| chart_equity_curve | Chart a strategy's equity curve |
| chart_optimizer | Chart the results of a strategy optimization |
| chart_positions | Chart a position |
| chart_signals | Chart trading signals |
| compile_strategy | Compile a strategy for backtesting |
| DBC | PowerShares DB Commodity Tracking ETF Price Data |
| EFA | iShares MSCI EAFE ETF Price Data |
| fluxcapacitor | fluxcapacitor: A tidyverse-friendly quantitative backtesting... |
| IEF | iShares 7-10 Year Treasury Bond ETF Price Data |
| information_ratio | Calculate a strategy's information ratio |
| init_strategy | Initialize a strategy object |
| optimize_strategy | Optimize a strategy parameter |
| return_calculate | Calculate strategy returns |
| sharpe_ratio | Calculate a strategy's Sharpe ratio |
| SPX | S&P 500 Price Data for 2017 |
| SPY | SPDR S&P 500 ETF Price Data |
| strategy_drawdowns | Calulate a strategy's drawdowns |
| VNQ | Vanguard Real Estate ETF Price Data |
| xts_to_tibble | Convert an xts to tidy data |
