The backtest package provides facilities for exploring portfolio-based conjectures about financial instruments (stocks, bonds, swaps, options, et cetera).
| Version: | 0.3-2 |
| Depends: | R (≥ 2.10), methods, grid, lattice |
| Published: | 2013-07-09 |
| Author: | Jeff Enos and David Kane, with contributions from Kyle Campbell, Daniel Gerlanc, Aaron Schwartz, Daniel Suo, Alexei Colin, and Luyi Zhao |
| Maintainer: | Daniel Gerlanc <dgerlanc at enplusadvisors.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| Materials: | README ChangeLog |
| In views: | Finance |
| CRAN checks: | backtest results |
| Reference manual: | backtest.pdf |
| Vignettes: |
Using the backtest package |
| Package source: | backtest_0.3-2.tar.gz |
| Windows binaries: | r-devel: backtest_0.3-2.zip, r-release: backtest_0.3-2.zip, r-oldrel: backtest_0.3-2.zip |
| OS X Snow Leopard binaries: | r-release: backtest_0.3-2.tgz, r-oldrel: backtest_0.3-2.tgz |
| OS X Mavericks binaries: | r-release: backtest_0.3-2.tgz |
| Old sources: | backtest archive |