fPortfolioBacktest: Rmetrics - Portfolio Backtesting

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Environment for teaching "Financial Engineering and Computational Finance"

Author
Diethelm Wuertz, Yohan Chalabi, William Chen
Date of publication
None
Maintainer
Rmetrics Core Team <Rmetrics-core@r-project.org>
License
GPL (>= 2)
Version
2110.4
URLs

View on R-Forge

Man pages

00fBacktest-package
Package for Portfolio Backtesting
backtestPlot
Portfolio backtesting plots
class-fPFOLIOBACKTEST
Portfolio backtesting specifications
defaultBacktestFunctions
User defined functions to perform portfolio backtesting
getBacktestSpec
Portfolio backtest specification extractors
getMethods
Portfolio Backtest Extractors
netPerformance
Portfolio backtesting net performance
portfolioBacktesting
Portfolio backtesting
portfolioBacktestSpec
Specification of portfolio backtesting
rollingStats
Rolling portfolio backtesting statistics
setBacktestSpec
Specification of backtesting portfolios

Files in this package

fPortfolioBacktest
fPortfolioBacktest/R
fPortfolioBacktest/R/backtest-pfolioBacktestSpec.R
fPortfolioBacktest/R/backtest-setBacktestSpec.R
fPortfolioBacktest/R/perf.R
fPortfolioBacktest/R/backtest-methodsShow.R
fPortfolioBacktest/R/backtest-getBacktestSpec.R
fPortfolioBacktest/R/backtest-netPerformance.R
fPortfolioBacktest/R/backtest-Plots.R
fPortfolioBacktest/R/backtest-pfolioBacktesting.R
fPortfolioBacktest/R/backtest-rollingStats.R
fPortfolioBacktest/R/backtest-defaultFunctions.R
fPortfolioBacktest/R/class-fPFOLIOBACKTEST.R
fPortfolioBacktest/R/backtest-getMethods.R
fPortfolioBacktest/NAMESPACE
fPortfolioBacktest/tests
fPortfolioBacktest/tests/doRUnit.R
fPortfolioBacktest/inst
fPortfolioBacktest/inst/unitTests
fPortfolioBacktest/inst/unitTests/runTests.R
fPortfolioBacktest/inst/unitTests/runit.backtesting.R
fPortfolioBacktest/inst/unitTests/Makefile
fPortfolioBacktest/inst/CITATION
fPortfolioBacktest/DESCRIPTION
fPortfolioBacktest/ChangeLog
fPortfolioBacktest/man
fPortfolioBacktest/man/setBacktestSpec.Rd
fPortfolioBacktest/man/backtestPlot.Rd
fPortfolioBacktest/man/class-fPFOLIOBACKTEST.Rd
fPortfolioBacktest/man/portfolioBacktesting.Rd
fPortfolioBacktest/man/netPerformance.Rd
fPortfolioBacktest/man/portfolioBacktestSpec.Rd
fPortfolioBacktest/man/defaultBacktestFunctions.Rd
fPortfolioBacktest/man/getMethods.Rd
fPortfolioBacktest/man/rollingStats.Rd
fPortfolioBacktest/man/getBacktestSpec.Rd
fPortfolioBacktest/man/00fBacktest-package.Rd