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PMwR (version 0.10-1)

Portfolio Management with R

Description

Functions and examples for 'Portfolio Management with R': backtesting investment and trading strategies, computing profit/loss and returns, analysing trades, handling lists of transactions, reporting, and more.

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Version

Install

install.packages('PMwR')

Monthly Downloads

364

Version

0.10-1

License

GPL-3

Maintainer

Enrico Schumann

Last Published

October 28th, 2018

Functions in PMwR (0.10-1)

rc

Return Contribution
valuation

Valuation
journal

Journal
streaks

Up and Down Streaks
rebalance

Rebalance Portfolio
pl

Profit and Loss
toHTML

Import from package textutils
drawdowns

Compute Drawdowns
plot_trading_hours

Plot Time Series During Trading Hours
btest

Backtesting Investment Strategies
is_valid_ISIN

Validate International Securities Identification Numbers (ISINs)
position

Aggregate Transactions to Positions
returns

Compute Returns
scale1

Scale Time Series
unit_prices

Compute Prices for Portfolio Based on Units
Trade-Analysis

Analysing Trades: Compute Profit/Loss, Resize and more
pricetable

Price Table
PMwR-internal

Internal Functions
REXP

REXP
quote32

Treasury Quotes with 1/32nds of Point
instrument

Retrieve or Change Instrument
PMwR-package

Tools for the Management of Financial Portfolios
NAVseries

Net-Asset-Value (NAV) Series
DAX

Deutscher Aktienindex (DAX)
Adjust-Series

Adjust Time Series for Dividends and Splits