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PMwR

Portfolio Management with R

Functions and examples for 'Portfolio Management with R': backtesting investment and trading strategies, computing profit/loss and returns, analysing trades, handling lists of transactions, reporting, and more.

Functions (25)

DAX

Deutscher Aktienindex (DAX)

NAVseries

Net-Asset-Value (NAV) Series

PMwR-internal

Internal Functions

PMwR-package

Tools for the Management of Financial Portfolios

REXP

REXP

adjust-series

Adjust Time Series for Dividends and Splits

btest

Backtesting Investment Strategies

drawdowns

Compute Drawdowns

instrument

Retrieve or Change Instrument

is_valid_ISIN

Validate Security Identification Numbers

journal

Journal

Profit and Loss

plot_trading_hours

Plot Time Series During Trading Hours

position

Aggregate Transactions to Positions

pricetable

Price Table

quote32

Treasury Quotes with 1/32nds of Point

Return Contribution

rebalance

Rebalance Portfolio

returns

Compute Returns

scale1

Scale Time Series

streaks

Up and Down Streaks

toHTML

Import from package textutils

trade-analysis

Analysing Trades: Compute Profit/Loss, Resize and more

unit_prices

Compute Prices for Portfolio Based on Units

valuation

Valuation

PMwR

Portfolio Management with R

v0.16-0

GPL-3

Authors

Enrico Schumann [aut, cre] (<https://orcid.org/0000-0001-7601-6576>)

Initial release

2021-01-19

PMwR

Functions (25)

PMwR

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