knightsay/backtestGraphics: Interactive Graphics for Portfolio Data

Creates an interactive graphics interface to visualize backtest results of different financial instruments, such as equities, futures, and credit default swaps. The package does not run backtests on the given data set but displays a graphical explanation of the backtest results. Users can look at backtest graphics for different instruments, investment strategies, and portfolios. Summary statistics of different portfolio holdings are shown in the left panel, and interactive plots of profit and loss (P\&L), net market value (NMV) and gross market value (GMV) are displayed in the right panel.

Getting started

Package details

Authoras.person(c( "David Kane <[email protected]> [aut]", "Ziqi Lu <[email protected]> [aut]", "Karan Tibrewal <[email protected]> [aut]", "Fan Zhang <[email protected]> [aut]", "Miller Zijie Zhu <[email protected]> [aut]" ))
MaintainerMiller Zijie Zhu <[email protected]>
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
knightsay/backtestGraphics documentation built on April 3, 2018, 11:07 a.m.