CRAN: Package backtest

backtest: Exploring Portfolio-Based Conjectures About Financial Instruments

The backtest package provides facilities for exploring portfolio-based conjectures about financial instruments (stocks, bonds, swaps, options, et cetera).

Version: 0.3-4

Depends: R (≥ 2.10), methods, grid, lattice

Published: 2015年09月17日

DOI: 10.32614/CRAN.package.backtest

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

Documentation:

Reference manual: backtest.html , backtest.pdf

Vignettes: Using the backtest package (source, R code)

Downloads:

Package source: backtest_0.3-4.tar.gz

Windows binaries: r-devel: backtest_0.3-4.zip, r-release: backtest_0.3-4.zip, r-oldrel: backtest_0.3-4.zip

macOS binaries: r-release (arm64): backtest_0.3-4.tgz, r-oldrel (arm64): backtest_0.3-4.tgz, r-release (x86_64): backtest_0.3-4.tgz, r-oldrel (x86_64): backtest_0.3-4.tgz

Old sources: backtest archive

Linking:

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