Framework for simulating equity portfolio strategies

Classes that serve as a framework for designing equity portfolio simulations.


Classes that serve as a framework for designing equity portfolio simulations.

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Reference manual

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install.packages("portfolioSim")

0.2-7 by Daniel Gerlanc, 6 years ago


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


Authors: Jeff Enos <[email protected]> and David Kane <[email protected]> , with contributions from Kyle Campbell <[email protected]>


Documentation:   PDF Manual  


Task views: Empirical Finance


GPL (>= 2) license


Depends on methods, lattice, portfolio


See at CRAN