Dear all,
version 1.0-1 of package PMwR is on CRAN now.
PMwR stands for 'Portfolio Management with R', and the
package provides 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 manual [1] provides all the details; a tutorial on
backtesting with the package is available on SSRN [2].
Comments/corrections/remarks/suggestions are very welcome;
please send them to the maintainer (me) directly.
Kind regards
Enrico
[1] https://enricoschumann.net/R/packages/PMwR/manual/PMwR.html
[2] https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3374195
--
Enrico Schumann
Lucerne, Switzerland
https://enricoschumann.net
_______________________________________________
R-packages mailing list
R-packages at r-project.org
https://stat.ethz.ch/mailman/listinfo/r-packages