CRAN/E | backtest

backtest

Exploring Portfolio-Based Conjectures About Financial Instruments

Installation

About

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

Key Metrics

Version 0.3-4
R ≥ 2.10
Published 2015-09-17 3143 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks backtest results

Downloads

Yesterday 16 +14%
Last 7 days 92 +11%
Last 30 days 384 -17%
Last 90 days 1.190 -4%
Last 365 days 4.794 -22%

Maintainer

Maintainer

Daniel Gerlanc

dgerlanc@enplusadvisors.com

Authors

Jeff Enos
David Kane
Kyle Campbell
Daniel Gerlanc
Aaron Schwartz
Daniel Suo
Alexei Colin
Luyi Zhao

Material

README
ChangeLog
Reference manual
Package source

In Views

Finance

Vignettes

Using the backtest package

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

backtest archive

Depends

R ≥ 2.10
methods
grid
lattice