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).

Version:	0.3-4
Depends:	R (≥ 2.10), methods, grid, lattice
Published:	2015-09-17
DOI:	10.32614/CRAN.package.backtest
Author:	Jeff Enos and David Kane, with contributions from Kyle Campbell, Daniel Gerlanc, Aaron Schwartz, Daniel Suo, Alexei Colin, and Luyi Zhao
Maintainer:	Daniel Gerlanc <dgerlanc at enplusadvisors.com>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:	no
Materials:	README, ChangeLog
In views:	Finance
CRAN checks:	backtest results

Documentation:

Reference manual:	backtest.html , backtest.pdf
Vignettes:	Using the backtest package (source, R code)

Downloads:

Package source:	backtest_0.3-4.tar.gz
Windows binaries:	r-devel: backtest_0.3-4.zip, r-release: backtest_0.3-4.zip, r-oldrel: backtest_0.3-4.zip
macOS binaries:	r-release (arm64): backtest_0.3-4.tgz, r-oldrel (arm64): backtest_0.3-4.tgz, r-release (x86_64): backtest_0.3-4.tgz, r-oldrel (x86_64): backtest_0.3-4.tgz
Old sources:	backtest archive

Linking:

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