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: 0.16 (2020-11-22)
source files manual NEWS ChangeLog GitLab/GitHub
To install the package from a running R session, type:
install.packages('PMwR',
repos = c('http://enricoschumann.net/R', getOption('repos')))