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: 0.19-4 (2023-11-15)
source files manual NEWS ChangeLog GitLab/GitHub
Vignettes
An_overview_of_PMwR.pdfComputing_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')))