best_worst_month

This function takes in a data set and returns a list with the best and the 
worst month and their respective pnl's.

Creates an interactive graphics
interface to visualize backtest results of different financial
instruments, such as equities, futures, and credit default swaps.
The package does not run backtests on the given data set but
displays a graphical explanation of the backtest results. Users can
look at backtest graphics for different instruments, investment
strategies, and portfolios. Summary statistics of different
portfolio holdings are shown in the left panel, and interactive
plots of profit and loss (P&L), net market value (NMV) and
gross market value (GMV) are displayed in the right panel.

Yanrong Song

backtestGraphics

Interactive Graphics for Portfolio Data

Zijie Zhu

David Kane

Ziqi Lu

Karan Tibrewal

Fan Zhang

best_worst_month function

<dl><dt>x</dt>
<dd>A data frame that contains data for individual instruments.</dd></dl>

Arguments

Find the best-performing and the worst-performing months — best_worst_month

<dl>

<dt>x</dt>
<dd>A data frame that contains data for individual instruments.</dd>

</dl>

best_worst_month: Find the best-performing and the worst-performing months

Description

Usage

Value

Arguments