fPortfolioBacktest: Rmetrics - Portfolio Backtesting

Environment for teaching "Financial Engineering and Computational Finance"

Getting started

Package details

AuthorDiethelm Wuertz, Yohan Chalabi, William Chen
MaintainerRmetrics Core Team <[email protected]>
LicenseGPL (>= 2)
URL http://www.rmetrics.org
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("fPortfolioBacktest", repos="http://R-Forge.R-project.org")

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fPortfolioBacktest documentation built on May 2, 2019, 5:23 p.m.