API for fPortfolioBacktest
Rmetrics - Portfolio Backtesting
| Global 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 |
| getSmoother.fPFOLIOBACKTEST | Man page |
| getSmootherDoubleSmoothing | Man page |
| getSmootherDoubleSmoothing.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 |
