Package: PMwR 0.19-5

Enrico Schumann

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

Authors:Enrico Schumann [aut, cre]

PMwR_0.19-5.tar.gz
PMwR_0.19-5.tar.gz(r-4.5-noble)PMwR_0.19-5.tar.gz(r-4.4-noble)
PMwR_0.19-5.tgz(r-4.4-emscripten)PMwR_0.19-5.tgz(r-4.3-emscripten)
PMwR.pdf |PMwR.html✨
PMwR/json (API)
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Bug tracker:https://gitlab.com/enricoschumann/pmwr

37 exports 0.23 score 7 dependencies 30 scripts 532 downloads

Last updated 2 months agofrom:c8f18a7d7e. Checks:OK: 2. Indexed: no.

Exports:.pl.pl_stats.returnsas.journalas.NAVseriesbtestclose_on_firstdiv_adjustdrawdownsinstrumentinstrument<-is_valid_ISINis_valid_SEDOLis.journaljournallimitNAVseriesplplot_trading_hoursplotTradingHourspositionpricetableq32quote32rcrebalancereplace_weightreturnsscale_to_unityscale_tradesscale1split_adjustsplit_tradesstreakstw_exposureunit_pricesvaluation

Dependencies:datetimeutilsfastmatchlatticeNMOForgutilstextutilszoo