fPortfolioBacktest: Rmetrics - Portfolio Backtesting

Environment for teaching "Financial Engineering and Computational Finance"

AuthorDiethelm Wuertz, Yohan Chalabi, William Chen
Date of publicationNone
MaintainerRmetrics Core Team <Rmetrics-core@r-project.org>
LicenseGPL (>= 2)
Version2110.4
http://www.rmetrics.org

View on R-Forge

Functions

backtestAssetsPlot Man page
backtestDrawdownPlot Man page
backtestPlot Man page
backtestPortfolioPlot Man page
backtestRebalancePlot Man page
backtestReportPlot Man page
backtestStats Man page
backtestWeightsPlot Man page
class-fPFOLIOBACKTEST Man page
emaSmoother Man page
equidistWindows Man page
fPFOLIOBACKTEST Man page
fPFOLIOBACKTEST-class Man page
fPortfolioBacktest Man page
fPortfolioBacktest-package Man page
getMessages Man page
getMessages.fPFOLIOBACKTEST Man page
getSmoother Man page
getSmootherDoubleSmoothing Man page
getSmootherDoubleSmoothing.fPFOLIOBACKTEST Man page
getSmoother.fPFOLIOBACKTEST Man page
getSmootherFun Man page
getSmootherFun.fPFOLIOBACKTEST Man page
getSmootherInitialWeights Man page
getSmootherInitialWeights.fPFOLIOBACKTEST Man page
getSmootherLambda Man page
getSmootherLambda.fPFOLIOBACKTEST Man page
getSmootherParams Man page
getSmootherParams.fPFOLIOBACKTEST Man page
getSmootherSkip Man page
getSmootherSkip.fPFOLIOBACKTEST Man page
getStrategy Man page
getStrategy.fPFOLIOBACKTEST Man page
getStrategyFun Man page
getStrategyFun.fPFOLIOBACKTEST Man page
getStrategyParams Man page
getStrategyParams.fPFOLIOBACKTEST Man page
getWindows Man page
getWindows.fPFOLIOBACKTEST Man page
getWindowsFun Man page
getWindowsFun.fPFOLIOBACKTEST Man page
getWindowsHorizon Man page
getWindowsHorizon.fPFOLIOBACKTEST Man page
getWindowsParams Man page
getWindowsParams.fPFOLIOBACKTEST Man page
netPerformance Man page
portfolioBacktest Man page
portfolioBacktesting Man page
portfolioSmoothing Man page
rollingCDaR Man page
rollingCVaR Man page
rollingDaR Man page
rollingRiskBudgets Man page
rollingSigma Man page
rollingVaR Man page
setBacktest Man page
setSmootherDoubleSmoothing<- Man page
setSmootherFun<- Man page
setSmootherInitialWeights<- Man page
setSmootherLambda<- Man page
setSmootherParams<- Man page
setSmootherSkip<- Man page
setStrategyFun<- Man page
setStrategyParams<- Man page
setWindowsFun<- Man page
setWindowsHorizon<- Man page
setWindowsParams<- Man page
show,fPFOLIOBACKTEST-method Man page
tangencyStrategy Man page

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

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