Enrico Schumann

PMwR

Portfolio Management with R

Functions and examples for 'Portfolio Management with R': backtesting investment and trading strategies, computing profit/loss and returns, analysing trades, handling lists of transactions, reporting, and more.

Version: 0.19-0  (2022-12-06)

source files    manual    NEWS    ChangeLog    GitLab/GitHub

Vignettes

An_overview_of_PMwR.pdf
Computing_returns.pdf
Drawdowns_streaks.pdf
FinTeX.pdf
pl_open_positions.pdf
q32.pdf

To install the package from a running R session, type:

install.packages('PMwR',
                 repos = c('http://enricoschumann.net/R', getOption('repos')))

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