Interactive Graphics for Portfolio Data

Creates an interactive graphics interface to visualize backtest results of different financial instruments, such as equities, futures, and credit default swaps. The package does not run backtests on the given data set but displays a graphical explanation of the backtest results. Users can look at backtest graphics for different instruments, investment strategies, and portfolios. Summary statistics of different portfolio holdings are shown in the left panel, and interactive plots of profit and loss (P\&L), net market value (NMV) and gross market value (GMV) are displayed in the right panel.


David Kane, dave.kane at gmail.com

Ziqi Lu, ziqi.lu at williams.edu

Fan Zhang, fan.zhang at williams.edu

Miller Zijie Zhu, zijie.zhu at williams.edu

backtestGraphics package creates an interactive graphical interface to visualize backtest results for different financial instruments, including but not limited to equities, futures, and credit default swaps. The package does not run backtests, but instead displays the backtest results graphically. Available summary statistics include average gross market value, cumulative profit and loss, sharpe ratio, top three drawdowns, etc. Available plots include cumulative and point-in -time profit and loss, and gross and net market value, etc. backtestGraphics also support backtest results with different strategies, substrategies, and overlapping portfolios, if the necessary columns are provided.

If you want to play with backtestGraphics, please visit here!

Miller Zijie Zhu, zijie.zhu at williams.edu

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Reference manual

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install.packages("backtestGraphics")

0.1.6 by Miller Zijie Zhu, 2 years ago


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


Authors: as.person(c( "David Kane <dave.kane@gmail.com> [aut]", "Ziqi Lu <ziqi.lu@williams.edu> [aut]", "Fan Zhang <fan.zhang@williams.edu> [aut]", "Miller Zijie Zhu <zijie.miller.zhu@gmail.com> [aut]" ))


Documentation:   PDF Manual  


GPL-3 license


Imports dygraphs, dplyr, scales, xts, shiny

Suggests testthat


See at CRAN