equity

This data frame contains the information of 50 equities from 2005-05-02 to
2014-04-30. These 50 stocks are randomly chosen from a backtest results of
the whole stock markets.

data

backtest

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

equity function

A data frame with 5 variables<ul>
<li>name = The name of this equity.</li>
<li>date = trading date.</li>
<li>sector = The sector this equity belongs to. There are nine sectors
 in total.</li>
<li>nmv = The net market value of the equity held on that day.</li>
<li>pnl = The adjusted P&amp;L of the equity on that day. P&amp;L is adjusted
 according to the bid offer costs.</li>
</ul>

Format

Equity Data from 2005 to 20014. — equity

Equity Data from 2005 to 20014.

equity: Equity Data from 2005 to 20014.

Description

Arguments

Format