PMwR
Portfolio Management with R
Tools for the practical management of financial portfolios: backtesting investment and trading strategies, computing profit/loss and returns, analysing trades, handling lists of transactions, reporting, and more. The package provides a small set of reliable, efficient and convenient tools for processing and analysing trade/portfolio data. The manual provides all the details; it is available from
- https://enricoschumann.net/PMwR/
- https://git.sr.ht/~enricoschumann/PMwR
- https://gitlab.com/enricoschumann/PMwR
- GitHub
- PMwR results
- PMwR.pdf
- Version1.0-1
- R version≥ 3.5
- LicenseGPL-3
- Needs compilation?No
- PMwR citation info
- Last release10/19/2024
Documentation
- VignetteOverview of the PMwR package
- Vignettesource
- VignetteR code
- VignetteComputing Returns
- Vignettesource
- VignetteR code
- VignetteDrawdowns and Streaks
- Vignettesource
- VignetteR code
- VignetteFinTeX
- Vignettesource
- VignetteR code
- VignetteProfit/Loss for Open Positions
- Vignettesource
- VignetteR code
- VignetteTreasury Quotes with 1/32 Fractions
- Vignettesource
- VignetteR code
- MaterialREADME
- MaterialNEWS
Team
Enrico Schumann
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Dependencies
- Depends1 package
- Imports8 packages
- Suggests3 packages
- Reverse Suggests1 package