⚠️There's a newer version (1.0-1) of this package.Take me there.

PMwR (version 0.12-0)

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.

Copy Link

Version

Install

install.packages('PMwR')

Monthly Downloads

272

Version

0.12-0

License

GPL-3

Issues

Pull Requests

Stars

Forks

Repository

https://github.com/enricoschumann/PMwR

Homepage

http://enricoschumann.net/PMwR/

Maintainer

Enrico Schumann

Last Published

August 26th, 2019

Functions in PMwR (0.12-0)

PMwR-internal

Internal Functions

is_valid_ISIN

Validate International Securities Identification Numbers (ISINs)

NAVseries

Net-Asset-Value (NAV) Series

Adjust-Series

Adjust Time Series for Dividends and Splits

instrument

Retrieve or Change Instrument

REXP

btest

Backtesting Investment Strategies

PMwR-package

Tools for the Management of Financial Portfolios

DAX

Deutscher Aktienindex (DAX)

Plot Time Series During Trading Hours

position

Aggregate Transactions to Positions

Treasury Quotes with 1/32nds of Point

Compute Prices for Portfolio Based on Units

Trade-Analysis

Analysing Trades: Compute Profit/Loss, Resize and more

streaks

Up and Down Streaks

toHTML

Import from package textutils

valuation

Valuation