{"repo":"enricoschumann/PMwR","free":true,"listed":false,"github":"https://github.com/enricoschumann/PMwR","clone":"git clone https://github.com/enricoschumann/PMwR.git","description":"Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.","language":"R","stars":66,"topics":["accounting","financial-portfolio-management","backtesting-trading-strategies","backtesting","r","financial-data","equity-trading"],"license":null,"category":"trading","readme_excerpt":"Portfolio Management with R About PMwR Functions for the practical management of financial portfolios: backtesting investment and trading strategies, computing profit-and-loss and returns, analysing trades, reporting, and more. PMwR provides a small set of reliable, efficient and convenient tools that help with processing and analysing trade/portfolio data. The package does not provide a complete application that could be used 'as is', but building blocks for creating such an application. What PMwR provides The package provides functions that can serve as building blocks for many activities in portfolio management. - Keeping track of transactions: The package provides functions for handling journals (sometimes called blotters). See ?journal and ?position. - Testing strategies: See ?btest (and this tutorial on backtesting). - Computing profit/loss and returns: See ?returns, ?rc, ?pl or ?unit prices. All details are in the manual. New features are often described in these notes. I am grateful for comments, suggestions and corrections; bug reports, in particular, can be started directly from within R: library(\"utils\") bug.report(\"[PMwR] Unexpected behaviour in function XXX\", address = maintainer(\"PMwR\"), package = \"PMwR\") Applications, as long as they are finance-related, should be discussed on the R-SIG-Finance mailing list: https://stat.ethz.ch/mailman/listinfo/r-sig-finance Installation The latest stable version of the package is available from CRAN. The latest development ve","default_branch":null,"files":null,"tree":[],"storefront":"/r/enricoschumann","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/enricoschumann/PMwR/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}