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: 0.15-0 (2020-03-13)
source files manual NEWS ChangeLog GitLab/GitHub
Vignettes
Overview of the PMwR packageComputing Returns
Drawdowns and Streaks
FinTeX
Profit/Loss for Open Positions
Treasury Quotes with 1/32 Fractions
To install the package from a running R session, type:
install.packages('PMwR',
repos = c('http://enricoschumann.net/R', getOption('repos')))