PMwR

Portfolio Management with R

CRAN Package

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/R/packages/PMwR/manual/PMwR.html. Examples and descriptions of new features are provided at https://enricoschumann.net/notes/PMwR/.


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  • Imports6 packages
  • Suggests3 packages
  • Reverse Suggests1 package