| PMwR-package {PMwR} | R Documentation |
Tools for the Management of Financial Portfolios
Description
Tools for the practical management of financial portfolios: backtesting investment and trading strategies, computing profit-and-loss and returns, analysing trades, reporting, and more.
Details
PMwR 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/PMwR/. Examples and descriptions of new features are provided at https://enricoschumann.net/notes/PMwR/.
Author(s)
Enrico Schumann <es@enricoschumann.net>
References
The PMwR Manual, which explains all functionality:
Schumann, E. (2023) Portfolio Management with R.
https://enricoschumann.net/PMwR/
The closely-related NMOF package is described in:
Gilli, M., Maringer, D. and Schumann, E. (2019) Numerical Methods
and Optimization in Finance. 2nd edition. Elsevier.
doi:10.1016/C2017-0-01621-X
Schumann, E. (2023) Financial Optimisation with R (NMOF Manual). https://enricoschumann.net/NMOF.htm#NMOFmanual