stat_calculation

This helper function calculates the summary of the input data set. The 
function takes in the sliced data set and the calculated trading frequency,
and calculate statistics about the market value, returns and volatility for
later display.

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

stat_calculation function

<dl><dt>x.list</dt>
<dd>is the input data set. Such data set has been sliced by
slice_data function, and is labeled as "intermediate data set".</dd></dl>

Arguments

Calculate Statistics — stat_calculation

<dl>

<dt>x.list</dt>
<dd>is the input data set. Such data set has been sliced by
slice_data function, and is labeled as "intermediate data set".</dd>

</dl>

stat_calculation: Calculate Statistics

Description

Usage

Value

Arguments