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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: | 2015-09-17 |
| 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_0.3-4.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 |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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