Exploring Portfolio-Based Conjectures About Financial Instruments

The backtest package provides facilities for exploring portfolio-based conjectures about financial instruments (stocks, bonds, swaps, options, et cetera).


The backtest package provides facilities for exploring portfolio-based conjectures about financial instruments (stocks, bonds, swaps, options, et cetera).

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Reference manual

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install.packages("backtest")

0.3-4 by Daniel Gerlanc, 4 years ago


Browse source code at https://github.com/cran/backtest


Authors: Jeff Enos <[email protected]> and David Kane <[email protected]> , with contributions from Kyle Campbell <[email protected]> , Daniel Gerlanc <[email protected]> , Aaron Schwartz <[email protected]> , Daniel Suo <[email protected]> , Alexei Colin <[email protected]> , and Luyi Zhao <[email protected]>


Documentation:   PDF Manual  


Task views: Empirical Finance


GPL (>= 2) license


Depends on methods, grid, lattice


See at CRAN