Enrico Schumann

PMwR

Portfolio Management with R

Tools for the practical management of financial portfolios: backtesting investment and trading strategies, computing profit/loss and returns, analysing trades, handling lists of transactions, reporting, and more. The package provides a small set of reliable, efficient and convenient tools for processing and analysing trade/portfolio data. The Manual provides all the details; it is available from . Examples and descriptions of new features are provided at .

Version: 0.19-5  (2024-07-21)

source files    manual (PDF)    manual (HTML)    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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