Package: backtest 0.3-4

backtest: Exploring Portfolio-Based Conjectures About Financial Instruments

The backtest package provides facilities for exploring portfolio-based conjectures about financial instruments (stocks, bonds, swaps, options, et cetera).

Authors:Jeff Enos <[email protected]> and David Kane <[email protected]>, with contributions from Kyle Campbell <[email protected]>, Daniel Gerlanc <[email protected]>, Aaron Schwartz <[email protected]>, Daniel Suo <[email protected]>, Alexei Colin <[email protected]>, and Luyi Zhao <[email protected]>

backtest_0.3-4.tar.gz
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backtest.pdf |backtest.html✨
backtest/json (API)

# Install 'backtest' in R:
install.packages('backtest', repos = c('https://dgerlanc.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/dgerlanc/backtest/issues

Datasets:

On CRAN:

5.48 score 19 stars 32 scripts 348 downloads 12 exports 1 dependencies

Last updated 9 years agofrom:4468f730d9. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 04 2024
R-4.5-winOKNov 04 2024
R-4.5-linuxOKNov 04 2024
R-4.4-winOKNov 04 2024
R-4.4-macOKNov 04 2024
R-4.3-winOKNov 04 2024
R-4.3-macOKNov 04 2024

Exports:backtestcicountsmarginalsmeansnaCountsplotshowsummarysummaryStatstotalCountsturnover

Dependencies:lattice

Using the backtest package

Rendered frombacktest.Rnwusingutils::Sweaveon Nov 04 2024.

Last update: 2013-07-08
Started: 2013-07-08

Readme and manuals

Help Manual

Help pageTopics
Exploring portfolio-based conjectures about financial instrumentsbacktest-package
Creating an Object of Class Backtestbacktest
Class "backtest"backtest-class ci ci,backtest-method counts counts,backtest-method marginals marginals,backtest-method means means,backtest-method naCounts naCounts,backtest-method plot plot,backtest,missing-method show,backtest-method summary,backtest-method summaryStats summaryStats,backtest-method totalCounts totalCounts,backtest-method turnover turnover,backtest-method
StarMine Rankings, 1995starmine