Portfolio Management with R


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Documentation for package ‘PMwR’ version 0.19-5

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PMwR-package Tools for the Management of Financial Portfolios
.pl Profit and Loss
.pl_stats Profit and Loss
.returns Compute Returns
aggregate.journal Journal
all.equal.journal Journal
as.data.frame.journal Journal
as.data.frame.pl Profit and Loss
as.journal Journal
as.journal.journal Journal
as.matrix.position Aggregate Transactions to Positions
as.NAVseries Net-Asset-Value (NAV) Series
btest Backtesting Investment Strategies
c.journal Journal
close_on_first Analysing Trades: Compute Profit/Loss, Resize and more
DAX Deutscher Aktienindex (DAX)
div_adjust Adjust Time Series for Dividends and Splits
drawdowns Compute Drawdowns
drawdowns.default Compute Drawdowns
drawdowns.zoo Compute Drawdowns
head.journal Journal
instrument Retrieve or Change Instrument
instrument<- Retrieve or Change Instrument
is.journal Journal
is_valid_ISIN Validate Security Identification Numbers
is_valid_SEDOL Validate Security Identification Numbers
journal Journal
journal.default Journal
length.journal Journal
limit Analysing Trades: Compute Profit/Loss, Resize and more
NAVseries Net-Asset-Value (NAV) Series
pl Profit and Loss
pl.data.frame Profit and Loss
pl.default Profit and Loss
pl.journal Profit and Loss
pl.pl Profit and Loss
plot.NAVseries Net-Asset-Value (NAV) Series
plotTradingHours Plot Time Series During Trading Hours
plot_trading_hours Plot Time Series During Trading Hours
PMwR Tools for the Management of Financial Portfolios
position Aggregate Transactions to Positions
position.default Aggregate Transactions to Positions
position.journal Aggregate Transactions to Positions
pricetable Price Table
print.journal Journal
print.NAVseries Net-Asset-Value (NAV) Series
print.pl Profit and Loss
print.position Aggregate Transactions to Positions
print.p_returns Compute Returns
print.rebalance Rebalance Portfolio
p_returns Compute Returns
q32 Treasury Quotes with 1/32nds of Point
quote32 Treasury Quotes with 1/32nds of Point
rc Return Contribution
rebalance Rebalance Portfolio
replace_weight Rebalance Portfolio
returns Compute Returns
returns.default Compute Returns
returns.zoo Compute Returns
REXP REXP
scale1 Scale Time Series
scale1.default Scale Time Series
scale1.zoo Scale Time Series
scale_to_unity Analysing Trades: Compute Profit/Loss, Resize and more
scale_trades Analysing Trades: Compute Profit/Loss, Resize and more
sort.journal Journal
split.journal Journal
split_adjust Adjust Time Series for Dividends and Splits
split_trades Analysing Trades: Compute Profit/Loss, Resize and more
streaks Up and Down Streaks
streaks.default Up and Down Streaks
streaks.NAVseries Up and Down Streaks
streaks.zoo Up and Down Streaks
subset.journal Journal
summary.journal Journal
summary.NAVseries Net-Asset-Value (NAV) Series
tail.journal Journal
toHTML Import from package 'textutils'
toHTML.p_returns Compute Returns
toLatex.p_returns Compute Returns
tw_exposure Analysing Trades: Compute Profit/Loss, Resize and more
unit_prices Compute Prices for Portfolio Based on Units
valuation Valuation
valuation.journal Valuation
valuation.position Valuation
window.NAVseries Net-Asset-Value (NAV) Series
[.journal Journal
[.pricetable Price Table
[<-.journal Journal