Package: PMwR 0.19-5
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:
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)
NEWS
# Install 'PMwR' in R: |
install.packages('PMwR', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://gitlab.com/enricoschumann/pmwr
Last updated 2 months agofrom:c8f18a7d7e. Checks:OK: 2. Indexed: no.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Aug 21 2024 |
R-4.5-linux | OK | Aug 21 2024 |
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
Computing Returns
Rendered fromComputing_returns.Rnw
usingutils::Sweave
on Aug 21 2024.Last update: 2023-10-19
Started: 2018-10-28
Drawdowns and Streaks
Rendered fromDrawdowns_streaks.Rnw
usingutils::Sweave
on Aug 21 2024.Last update: 2024-07-22
Started: 2018-10-28
FinTeX
Rendered fromFinTeX.Rnw
usingutils::Sweave
on Aug 21 2024.Last update: 2024-07-22
Started: 2018-10-28
Overview of the PMwR package
Rendered fromAn_overview_of_PMwR.Rnw
usingutils::Sweave
on Aug 21 2024.Last update: 2024-07-22
Started: 2018-10-28
Profit/Loss for Open Positions
Rendered frompl_open_positions.Rnw
usingutils::Sweave
on Aug 21 2024.Last update: 2023-10-19
Started: 2018-10-28
Treasury Quotes with 1/32 Fractions
Rendered fromq32.Rnw
usingutils::Sweave
on Aug 21 2024.Last update: 2023-10-19
Started: 2018-10-28
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Tools for the Management of Financial Portfolios | PMwR-package PMwR |
Adjust Time Series for Dividends and Splits | div_adjust split_adjust |
Backtesting Investment Strategies | btest |
Deutscher Aktienindex (DAX) | DAX |
Compute Drawdowns | drawdowns drawdowns.default drawdowns.zoo |
Retrieve or Change Instrument | instrument instrument<- |
Validate Security Identification Numbers | is_valid_ISIN is_valid_SEDOL |
Journal | aggregate.journal all.equal.journal as.data.frame.journal as.journal as.journal.journal c.journal head.journal is.journal journal journal.default length.journal print.journal sort.journal split.journal subset.journal summary.journal tail.journal [.journal [<-.journal |
Net-Asset-Value (NAV) Series | as.NAVseries NAVseries plot.NAVseries print.NAVseries summary.NAVseries window.NAVseries |
Profit and Loss | .pl .pl_stats as.data.frame.pl pl pl.data.frame pl.default pl.journal pl.pl print.pl |
Plot Time Series During Trading Hours | plotTradingHours plot_trading_hours |
Aggregate Transactions to Positions | as.matrix.position position position.default position.journal print.position |
Price Table | pricetable [.pricetable |
Treasury Quotes with 1/32nds of Point | q32 quote32 |
Return Contribution | rc |
Rebalance Portfolio | print.rebalance rebalance replace_weight |
Compute Returns | .returns print.p_returns p_returns returns returns.default returns.zoo toHTML.p_returns toLatex.p_returns |
REXP | REXP |
Scale Time Series | scale1 scale1.default scale1.zoo |
Up and Down Streaks | streaks streaks.default streaks.NAVseries streaks.zoo |
Import from package 'textutils' | toHTML |
Analysing Trades: Compute Profit/Loss, Resize and more | close_on_first limit scale_to_unity scale_trades split_trades tw_exposure |
Compute Prices for Portfolio Based on Units | unit_prices |
Valuation | valuation valuation.journal valuation.position |