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
Version: 0.19-5 (2024-05-14)
source files manual (PDF) manual (HTML) NEWS ChangeLog GitLab/GitHub
Vignettes
An_overview_of_PMwR.pdfComputing_returns.pdf
Drawdowns_streaks.pdf
FinTeX.pdf
pl_open_positions.pdf
q32.pdf
To install the package from a running R session, type:
install.packages('PMwR',
repos = c('http://enricoschumann.net/R', getOption('repos')))